Yes, it is only recognizing the counties. Reservations in Montana span across counties and Tableau doesn't seem to have any geocoding in place to account for reservations. I can't seem to find anyone on Public that has mapped reservations either.
I have just come across GIS files on the Montana website. I will attempt to import these in and see if this will work. I am posting this link to the files here in case someone in the future finds this post and needs them MT Administrative Boundaries
did you try downloading the shape file form US Census/Tiger - see the link
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