As far as I remember the mobile access to splunk consists of your environment (cloud or enterprise), the mobile app on your phone and a gateway operated by Splunk. The gateway works as... well, a gateway to your environment so you can access your on-prem environment from outside. So your Splunk Enterprise server connects to the gateway in the splunk cloud infrastructure (the connection direction is "outwards"!) and then the mobile app connects to the gateway and it's relayed to your on-prem connection.
I hope my explanation is understandable 😉
In short - if you want to have your mobile app connect directly to your local Splunk Enterprise server (because you - for example - use wifi to connect your mobile to local network), it won't work this way. The mobile connection is relayed by the gateway located in splunk cloud.