First of all, make sure that you only deploy your report, and not the whole project.
Second of all, to be sure, and if it isn't the expected behavior, you should set the 'Overwrite Datasources' property in the project properties to False.
This way, even if it tries to deploy all data sources, it won't overwrite any existing connections on your portal.
Personally, when I deploy a report, only the datasources used within the report are deployed, not all...