It looks like that error comes from Tableau Cloud rather than Databricks, that documentation guide should be the right one.
There isn't an "Explore in Tableau" setting to turn on in Tableau Cloud. Web authoring is always on for Cloud (https://help.tableau.com/current/online/en-us/web_author_enable.htm). So it's usually the second part of the message, the user's role.
Worth checking:
- The account you sign in with during the flow has a Creator or Explorer (can publish) site role, or Site Administrator Creator/Explorer. Not Viewer.
- You're landing on the right site after sign-in, if your login has access to more than one.
- The Default project (or wherever the draft opens) allows Web Edit and Save for your group.
If all of that looks right and you still get the error, I'd raise it with Tableau support, as it may need checking on their side.
