Dimension design and MDX query issue
I've come to the conclusion that what i wan't is not possible in MDX. But it don't need to be. I also realized MDX is not SQL. SQL returns a dataset. MDX returns a dataset and metadata. Combine the two and I get what I wanted.

Pulling up my original query into an Excel PivotTable it was exactly what I was after. So it came down to SSMS limitations at displying MDX queries, and my own lack of understanding what MDX queries actually return. And what one really needs is some kind of cube analysis client to really benefit from MDX.

So the result of an MDX query is much more then just the dataset it returns but also all the properties you specify to get with it as metadata.