I have the same need. Any help would be much appreciated.
From looking at http://www.gadm.org/world , the polygons may be a little to complex for Tableau to draw, or you would have to highly simplify the polygons, as in rounding all the coordinates to zero decimal places, and then condensing.
Even if you got Tableau to draw a polygon for each country, is that really the best viz? what about the small countries? They would be invisible. I would hesitate to recommend this.