What type of data source is it? Might make a difference if it's a windows authentication source (SQL Server) vs. not.
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Do you mean you are testing it using the "Filter as User" selection in Tableau Desktop?
I'm not sure if it has been fixed in recent versions, but my understanding is that feature only works with local datasources (not published)
Perhaps this tip might be the cause:
The note at the bottom says you cannot preview if your workbook connects to a Tableau Server Data source, which I think yours maybe.