It looks like you are using Tableau Public Desktop?
The Datasource tab in Public Desktop is lacking the "Extract" radio button:
And it looks like Public Desktop is supposed to automatically save and extractupon publishing:
I am having the same issue as Laila.
The Tableau Desktop Public (version 2018.3) instructions specifically mention that you have to manually extract your data, but the app interface does not look the same as what they show in their instructions.
I have reached out to Tableau Support about this, and the jist of their response was that they don't provide support for Tableau Public because it is free. If anyone has any idea what's causing this, please let me know.