How can I reduce OLEDB wait type in a SSAS linked server connection?
The OLEDB wait type is what SQL Server uses to report the amount of time it's waiting for a response from code running outside the control of SQL Server via an OleDB provider.  Typically, this is from a linked server, and in your particular example is the amount of time SQL Server is waiting for SSAS to provide its response to that query.

There is nothing you can do to SQL Server to speed up this query.  You need to ensure SSAS has the dedicated memory required to ensure it never gets paged out of memory to the paging file.  This Microsoft Docs page might be helpful.