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What do you mean "opening them"? Displaying in the browser window or opening directly in Tableau rather than saving?
Perhaps you need to setup the client side file association, or otherwise you might be better posting this on a Sharepoint specific forum.
My experience tells me that the browser used to open the file (especially .twbx) also plays an important role.
What I have noticed is that when using Chrome and Firefox, the behavior is "correct". The browser allows you to save the file which is recognized as a .twbx, and then open it.
However, if downloading a file in Internet Explorer (tested in version 8 ), it is recognized as a zip file an opened as such. This is not completely wrong, as a .twbx is basically a zip containing the .twb and the data sources.
Concerning the behavior of "downloading instead of opening", Tom W is correct when stating that this is a client setting rather than a Sharepoint related issue.
Yes, I meant opening directly in Tableau rather than saving the file.
I'm having similar issues, and after following the solution on the SharePoint forum, I'm still unable to get SharePoint to open .twbx workbooks directly. SharePoint started downloading .twbx files as zip files, so I listed twb and twbx as allowed MIME content types and switched the web application Browser File Handling property to Strict (would still download as a zip file if it was set to Permissive). SharePoint will now download the files with the .twbx extension (so that our users don't have to unzip the file or manually change the file extension), but it's still not automatically opening the files in Tableau reader. Did I miss a step in the forum link? I'm not sure why setting the web application's Browser File Handling property to Permissive didn't work, and why I had to set it to Strict just to get the files to download in the proper format.
Did you experience anything similar?
My company is currently in the process of upgrading SharePoint from 2007 to 2013 so I have been unable to properly test the solution from the SharePoint forum, I'll get back to you as soon as possible.