Linked Server from SQL Server to SSAS not working - what is missing?
I found this article here.

There it states that:

To resolve that problem you have 3 options:


Run SQL queries from data server (you need to be remotely connected to the database server)
Enable use of Kerberos on the database server
Set proxy account for linked server, so that MDX queries are executed in its context instead of in context of the user that is issuing t-sql query:


Create the linked server:

EXEC master.dbo.sp_addlinkedserver
@server = N'SSASSERVER', -- name of linked server
@srvproduct=N'MSOLAP',
@provider=N'MSOLAP', -- see list of providers available on SQL Server under Linked Server node in SSMS Object Browser
@datasrc=N'ServerName', -- machine or instance name  that host Analysis Services
@catalog=N'SimplifiedCube' -- Analysis Services database (cube)


and adding a linked server login:

EXEC master.dbo.sp_addlinkedsrvlogin 
@rmtsrvname=N'SSASSERVER',
@useself=N'False',
@locallogin=NULL,
@rmtuser=N'myDomain\Login',
@rmtpassword='########'


I have basically just done the number 3 and the linked server is working fine for me now.
As you can see on the picture below.



Also I had problems with the timing out so I had to change this setting as well:
(the default is 600)

EXEC sys.sp_configure N'remote query timeout (s)', N'6000'
GO
RECONFIGURE WITH OVERRIDE
GO


This can also be done through the GUI as per the picture below: