Error "this Data Source Uses A Connection That Doesn't Support Logical Tables"

Issue

The following error may be encountered in Tableau Desktop when adding a second table to the canvas to create a relationship:

Unable to complete action
This data source uses a connection that doesn't support logical tables. Add a single logical table, open it and then add the table in the physical layer of the data source.

Environment

Tableau Desktop 2020.2.1 and newer versions
Data sources mentioned in the section "Data that can't be related"

Resolution

To resolve the issue, instead of creating relationships, please add the second table in the physical layer of the data source. Steps detailed below:

Drag the first table to the canvas
Double-click on the table just dragged to the canvas (this will open the physical layer of the data source)
Drag the second table to the canvas

The article The Tableau Data Model provides detailed information about Logical and Physical layers.

Cause

Relationship using the data source in question is not supported or it has limited support. For a full list of data sources that cannot be related, please review the KB article Data that can't be related