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Siraj, I can't really answer any of your 'why' questions, but wanted to let you know we've all felt this particular pain-point. There are several Ideas (feature requests) posted about this issue. Here's one you can vote on: http://community.tableau.com/ideas/1085
Thanks a lot Shawn for letting me know that it is a common pain-point. At least, that makes me feel better. I have voted on the idea that you linked to.
Do you have anything to share on the best practices or any other tips to handle common situations that people run into?
Siraj, I'm not really a fan of "best practices" so I really can't help you out there. Maybe others will want to jump it here. Let's wait and see.