After a quick search on google and i found the following:
Looks like you are missing some parameters in your url. Follow this guide and it should work fine in Mendix.
As Erwin said, X-Frame-Options have to be set at the source, which is tableau. Not Mendix.
The X-Frame-Options has been set on the page you want to display to prevent this page to be displayed in your app's iframe. So this is not something you can 'fix' in your Mendix app, this can only be changed on the page headers of the page you want to display.
I have added the required parameters also, then also its giving me the same issue.
This is what my iframe looks like-