Did you have the solution for this? I got the same error message when connecting to an OData source. But I could connect successfully to some other Odata sources. The difference is the OData source I could not connect contains null value on one entity field. The Odata source I could connect successfully does not have null values. I am testing with the OData source provider to verify if this is the cause.
It turns out that if your OData source contains field with null value, you will get this error message in Tableau Desktop. After removing null value from the Odata source, I can connect to it and refresh extracts successfully.