Currently if I select Sampling method: Random (approx. ratio) or Random (approx. nb. records) the only allowed engine is DSS which will require downloading the input dataset to dss.
It's possible to do sampling at the Snowflake side, with https://docs.snowflake.com/en/sql-reference/constructs/sample
For Random(approx. nb.records) I believe it would be as easy as generating the following SQL
select * from input_table sample row (10 rows) seed (99);