You cannot create an extract from a cube. This is by design: You cannot take an OLAP cube "offline" and all analysis must occur directly against the cube data source.
If your cube is slow then try connecting directly to the underlying relational database.
In SAP BW the "connect to the underlying database" is not an option due to SAP licensing.
I would be the biggest fan of that feature which will allow to extract SAP BW. As BW has only just a few subset of tableau functions and you cannot create your own hierarchies from tableau I simply hate working with BW from tableau. But with extracts, that would be a different experience
I don´t know if this solutions works, but you can try it. If you solve the BW extract issue please tell us !
Tableau has the ability to connect to wide variety of datasources using native connectors or general purpose ODBC drivers. Tableau has provided a native ODBC connectivity to all the SAP certified database vendors. Thus allowing easy access to the BW master data, DSO and PSA tables. The PSA and changelog tables can be used to extract daily deltas into Tableau with additional built into the SQL queries while building tables/ views on the Tableau database."
Probably not relevant anymore, but since Tableau 8.1, SAP BW extracts are available for Tableau.