It's hard to see without a sample. I could have selected any one of the columns to exclude. Also, sometimes you need to have a row or column listed for sort or arranging. To hide that you click on the field in your column or row and right click and unchecked header and it doesn't display the data. I hope this helps.
Thanks Cynthia, but this is not what i want to do.
Since I have two measures, actual and percent difference, and Years as dimensions. If I hide the headers, the years go away for all the columns.
If I select hide column all the columns for 2017 goes away.
The behavior of Tableau seem to be connected to dimensions, not to individual columns...
I attached my file as an example.