How to log SSAS $system.discover_sessions to a SQL Server Database
You could log this periodically by scheduling an SSIS package with a data source to the SSAS server and a destination to the SQL Server but I think your better option would be to have a look at the Flight Recorder. (There unfortunately isn't an enormous amount of official documentation.)

Flight recorder basically captures a sort of server side trace continuously which you can then analyze (and even replay) in profiler to see what was happening at that point in time.

Alternatively you could set up a profiler/server side trace yourself or use the ssasdiag tool.