For the tableau reports used in the dashboard we would need to sign in to Tableau again. If the user has already logged in to ADA (Okta for example) and accessing Gainsight and Tableau via it, the expectation is that the users shouldn't be asked to sign in again for the Tableau server based reports that are used in dashboards.
https://help.tableau.com/current/server/en-us/trusted_auth.htm
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Lazy loader does help with multiple sign-ins on the dashboard itself, but the core of this issue is actually that the Tableau iframe in unable to autologin via the SSO/Okta.
Since Gainsight & Tableau are connected in that regard, the ideal scenario would be that if the user is signed into Okta (which they must be to access the GS dashboard in the first place) that they would not be required to click sign in at all, and that the tableau dashboards would load automatically.
Related to this, we’ve asked Gainsight to investigate supporting SSPI, which is not currently available, and should address this type of issue.