Error "The stored procedure ... does not return a result set" Connected to a MS SQL Server Stored Procedure

When you try to connect to a MS SQL Server stored procedure, the following error might occur:
 

The stored procedure "[<database name>].[<stored procedure name>]" does not return a result set
Unable to connect to server "<server name or IP address>". Check that the server is running and that you have access privileges to the requested database

Or

The "[dbo].[<stored procedure name>]" stored procedure returned no results. The fields don't have column names, or the data in the fields is not a supported data type.

Cause

The SQL Server ODBC driver forces Tableau to use server-side cursors in most scenarios, and the Microsoft ODBC driver has known issues with supporting metadata queries and result set retrieval for certain cursor types when temporary tables are involved.

Tableau writes the results of Stored Procedures to a temporary table automatically, and reads from the temporary table instead of executing the Stored Procedure every time (unless the input parameters to the procedure change).