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Since you are working with extracts I would say it doesn't matter that much since the join is only executed when you refresh the data/extract. But it is generally better practice to offload as much as you can from Tableau onto the database where possible and practical. But on the flip side having the join done by Tableau gives you more flexibility to control and vary the join clauses/conditions ad hoc on the fly.
Thank you for taking the time answer my question - it makes perfect sense.