So, if you use Kerberos in Tableau Server to connect to a database, it will impersonate your account in the database connection. If you don't have access on the SQL Server side, you will get the prompt. That's one possible reason. You can review failed logins in the SQL Server logs, presumably, and see if the request is making it there and what the failure reason is.
Setting up Kerberos can be very finicky about a lot of things, and it's possible that something is not set up correctly with the config. Double check that you ran through this KB article, just to be sure you performed all the steps:
My current windows account has access to the AS Database. I have also gone through all the steps mentioned in the article
Sorry Rishabh--I wish I had more to suggest, but it could be any one of many different config items that is causing this. Were you able to get access to the MSAS event logs to see what reason is being given for the login failure?
One thing we had trouble with was we had set our Run As account to allow all delegation, but this didn't work - we had to specifically "Allow delegation for specific services only (Kerberos)" and then select the SPNs of the SSAS or SQL Server servers and add them individually. It then worked straight through.
What browser are you using? Firefox needs some changes to enable SPNEGO. If it's IE then it's not needed.
How did you set up AD? You should set up constrained delegation, un-constrained delegation/full is not supported.
Here is a video on kerberos - shows SQL, but the same concepts apply to MSAS as well.
Recommend you open a support ticket so the team can look at log files and triage your specific issue.
I would be rerunning the entire process today to see if I am missing anything.
I am using IE. I have gone through your video and I believe the issue is with my MSAS delegation. I have MSAS server already configured for delegation and it has 2 SPN's . I think I can select the already set up account for MSAS delegation?