Im just reiterating what @ChrisAdams mentioned so youre completely clear. If using the Datasource loop teststep it is essential you point this to an executable step....i.e. a REST or SOAP or JDBC, etc. The loop function wont work correctly without this.
if this helped answer the post, could you please mark it as 'solved'? Also if you consider whether the title of your post is relevant? Perhaps if the post is solved, it might make sense to update the Subject header field of the post to something more descriptive? This will help people when searching for problems. Ta