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I doubt you can use a (Wildcard) Union on multiple Excel files.
One can do it only with the sheets from the single (Excel) file.
Text/CSV is a different matter (you know).
As for the cloud file storage (Box, Dropbox, OneDrive, Google Sheets) --
same experience as with Excel (single file / multiple sheets).
So a workaround would be using Box client application,
which could mount a Box storage pointing to your local directory.
Having CSV files in there, you'd be able to make a Union in Tableau.
Of course, there would be imminent problems
with sharing this mount point with your colleagues
and/or updating the datasource from Tableau Server.