We are trying to get away from shared data source. You cannot use a shared datasource with this expression based connection string, it defeats the purpose of making it dynamic.
You pass in the server name and database name in the parameters or in the url to dynamically generate report against the database and server you are sending in. so your expression based connection string replaces the parameter names with actual name of the server and database like this.
="data source=" & Parameters!Server.Value & ";initial catalog=" & Parameters!Database.Value
Data Source=(local);initial catalog=Northwind
Hope i answered your question.
Bottom line is , You cannot use shared datasource in this case.