SYMPTOM:
In Strategy Web 10.1 Secure Enterprise Platform, Visual Insight dashboards can be downloaded into a self contained file with the *.mstr extension. For more information on this, refer to tech note KB46047: New Feature in MicroStrategy Web 9.4.1 Hotfix 1: Import MicroStrategy mstr file
These *.mstr files can be imported back into other Strategy SE environments or into the stand-alone Strategy Analytics Desktop client. When creating an *.mstr file off a Visual Insight Dashboard from Strategy Web 10.1, importing it into a Strategy Analytics Desktop 10.1 shows the following error message:

Server connection missing No server defined. You can add a server at Preferences.
CAUSE:
This is an identified defect in Strategy Web 10.1 Secure Enterprise Platform.
ACTION:
This issue has been addressed in Strategy Web 10.2 Secure Enterprise Platform. Upgrade to this version to take advantage of this fix.