Error: You do not have permissions from the OData source to access the data - when creating a new odata link in Tableau

When trying to create a new odata link in Tableau; you may receive this error:  You do not have permissions from the OData source to access the data. Check with the data provider to obtain or update your permissions.
In the username field, insert the domain name along with the username. For example, BLACKBAUDHOST\Admin5740

Environment

 3.18

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