SYMPTOM:
Users may receive the following message when trying to drill on a compound metric in Strategy Developer 9.x and 10.x:

Drilling cannot be performed on this object by double-clicking. There is no default drill path for it
Additionally, in Strategy Web 9.x and 10.x, there is no hyperlink available to drill on the compound metric, as shown below:

CAUSE:
This issue occurs due to the fact that both constituent metrics exist on the same report as the compound metric attempting to be drilled. In this example, the definition of 'parent compound metric' includes 'compound metric #1' and 'compound metric #2'. Thus, as both metrics that comprise 'parent compound metric' are on the report, there is no need to drill on 'parent compound metric'.
ACTION:
Remove some or all metrics that comprise the compound metric from the report.