I find that I need to click in a sheet on a published dashboard before I get access to the "download" stuff. If not, the download options stay greyed out. Can you try that?
This worked one time, but didn't provide me with all of my data. I think I figured out what dashboard I need to use, but the option to down load that dashboard's data isn't available. Do you know why I am not able to perform this action a second time?
The best I can tell you is to click in a sheet and then you can download. (Or should be able to download.)
And my guess is that Tableau is going to download only what's on that sheet, not the whole file.
Why it's not letting you do it a second time is beyond me.