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Mohamed, no, that is not what happened.
When you create a hierarchy, Tableau moves that hierarchy out of the specific data source it came from into its own entry in the data source list. If you look closely, you'll see that the Geography hierarchy is actually at the same level as your 3 tables.
The fields themselves are still in their original places; Tableau has VISUALLY created a separate entry for the hierarchy that contains those fields.
Nothing for you to do, and nothing to worry about. That's how Tableau works.
Thanks Michael. That is well noted.