Questions/Notes to check:
1. Tableau Server is located on a separate box from your laptop/PC?
2. Tableau Server is licensed with Core (unlimited anonymous users) or with User Based licenses?
3. Tableau Server is properly named and the DNS knows how to reach it via a proper URL?
4. What Single Sign On system are you using between Tableau Server and your web server? Trusted tickets were set up between the servers?
There is something odd about your setup that is causing this behavior. This is not normal.