I just tested it, I wrote a "Custom SQL Query" pointing to SQL Server, ran it and I could still see option to add "Union" (not disabled). However, Data Interpreter comes into picture when you connect to an Excel spread sheet. So I "Added a New Data Source" connected to an Excel Spreadsheet and see "Data Interpreter" option. I also joined this spreadsheet with the previously written "Custom SQL Query", could still see both options.
Hope this helps.
That is the case with me, too. I can see that Union is still available for Customer SQL query but not the data interpreter. Based on Tableau Online help,data interpreter is not available for the data sources that are already in the preferred format for Tableau. That being said, I believe, it will be a right assumption to say, Union is available but not the data interpreter.
Please be careful of making blanket statements. Each type of source (MS SQL, MySQL, Amazon Redshift, MS Excel using default connector, MS Excel using legacy connector, etc.) has different sets of features (Custom SQL, Initial SQL, Union, data interpreter, live connection & extract vs. extract-only, spatial data type support, etc.) enabled.