Can you click on header part of the report and try to select the option download.
Since you have multiple Dashboards in the Story, So First You need to Click Inside your Relevant Dashboard/Worksheet , For which You want to Download Data. Then The Greyed out Option for Data will become Bold, Then you can download.
This behavior is by design. An individual worksheet must be selected so that Tableau Server knows which worksheet to export data from.
Please follow one of the options documented in the knowledge base article below.
I hope this helps