Are you an admin on the site? If not, you might not have the right privileges to edit the existing data connection. Please contact your administrator for the correct rights.
Thank you for your reply, I'm site administrator.
If your data source is an Excel or other flat file, connections to flat files (including Excel and .csv) cannot be edited on Tableau Server. Only database servers (MS SQL, Oracle, Amazon Redshift, etc) are able to edit the connection to the data source. If you click on any published data sources from any of a server based data source, you will see that the prompt for Edit connection is for these specific types of services.
The connection for flat file data sources can be changed by downloading the data source and republishing the data source to Tableau Server.
Hope this help.
Da, cu siguranta.