I have to imagine the SSO is why you're able to connect in excel. If you try doing a manual log in does it work?
I still get the same error
I tired the following steps to connect through Project 365 but no luck
I am using Tableau 10.3 version
On the Windows Start menu, click Run, type regedit, and then click OK.
In the Registry Editor, navigate to HKEY_CURRENT_USER > Software > Tableau > Tableau 10.3> Settings.
Right-click Settings, and select New > String Value.
Name the new string value LegacyHttpClientEnabled.
Right-click LegacyHttpClientEnabled and select Modify.
In Value data, type true, and then click OK.
- You do not have permissions from the OData source to access the data. Check with the data provider to obtain or update your permissions.
- You do not have permission to perform the requested operation.