Indeed, cross-database joins with published data sources are not supported yet.
This is something that we have in our backlog however we have no public timelines just yet.
Dmitry, thank you for replying. Perhaps the Idea should be updated to reflect correctly so people can continue to vote it up or direct us to a different relevant Idea. In terms of this capability, it is probably of my top 5 needs for Tableau.
As a matter of note, I stand corrected on the idea I mentioned above. This idea was referencing data extracts and I was referring to data extracts that are published. They are different. However, it still stands that we should be able to do cross database joins using published data sources (live or extracts). Its odd that Tableau would not support "Tableau data". The idea of using Tableau published data sources as a means to centralize and manage common data sources within the enterprise and then not use them to their fullest is an odd thing. Maybe one day we will.