Can you share the error message that the users are being presented? A screenshot would be the best. I have not found any other reports of similar behavior but possibly I can find something with information on the error being received that could give us a clue.
After long research and even Tableau was aware of that, I found the solution by myself.
The solution gave by Tableau consultants were:
1 - Due to the new subscription license mode you lost the guest capability, which means, access Dashboards through SharePoint pages are no longer possible unless you use Web parts.
2 - So I looked to my SharePoint team and tried to install the Web Parts but, they are only available in SharePoint on premise and most of the clients (including me) are moving to cloud (O365) so this functionality has been disabled. So Tableau didn’t know what to do.
3 - They sent us a 3rd partners to help us to investigate this and they proposed a custom code (xml or java) to fix that, again it won’t be possible because we don’t want customizations in our SharePoint
4 - we were almost giving up, when I found a small check box that I´ve not tried up that time in the server:
Tableau Servers > TSM > Configuration > User Identity & Access > Authentication Method > Enable automatic sign-in using Microsoft SSPI (Security Support Provider Interface)
There is a check box on the left side and by default is unchecked, if your Tableau server is set to use AD to authenticate, just set that box and reboot the server, now the SharePoint will pass the credentials to tableau server and allow the login automatically.
Amazed that nobody knew about that (I open cases, Tableau came around, did virtual sessions, their consultants visit our sites, I researched in many sites for weeks and just simply fixed with a flag. Anyway, I´m glad that issue is solved now and more happy that I´m able to share this to all of you.)