I found the solution..
I created one server as master and linked other servers in the linked server objects inside database.
Then used UNION like below in Tableau custom SQL. Now I am able to import the data from 25 servers as single datasource using Tableau
View from Server 1
View from Server
Currently tableau offers unions only with flat files. Last week they showed some features of the new data platform - Hyperion - and data preparation tool called Maestro. I guess this will be released next year. But I do not know if unions between different SQL DBs will be supported. Hey Mr Dmitry Chirkov - do you happen to know more on this?
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a) It's Hyper not Hyperion
b) Of course I know! I just can't share
Seriously, thought - there's some work going on for expanding union beyond flat files.