Answer

• The size and power of the hardware supporting the BW instance is insufficient.
• The system is not well-tuned. For example, the right indexes are not defined.
• The data model is not optimal. For example, are you connecting to a very large InfoCube with 100+ million records, or a smaller object?
• There other operations happening on the system. For example, are there frequent data loads/refreshes happening?
• Is your company leveraging the BW Accelerator or SAP HANA? Those products are known to significantly improve system performance.
• The performance you experience in Tableau should not be significantly different from other tools. Tableau recommends working with your SAP BW administrator to identify potential improvements that can be made to benefit your overall experience.