Thanks for the quick answer Jake.
For us, the idea is to keep the ArcGIS Server (or the datastore) as empty as possible, and publish always with data from the sde-database. That way, we will have all data in one place. Plus, if the data is modified in the sde-database, the published data on the Portal is automatically up-to-date.
If you publish through Portal via ArcGIS Pro, the data is not copied to the server and is kept in the sde-database. Therefore, I thought that the same can be done with ArcGIS Desktop and publish through My Hosted Services, which is Portal. But if I understand it correctly, this is not possible, and the only way to publish data without being copied to the server is via direct connection with the server. Isn't that a bit weird? I have to make 2 connections in ArcGIS Desktop: one for portal, and one ArcGIS Server connection I use for publishing? Is there a reason for this configuration?