SYMPTOM:
When attempting to execute a Report Services document via a two-tier connection in Strategy Desktop, the following error appears:

Documents can only be executed through server connections.
Click OK to load the Document editor.
CAUSE:
Connecting in two-tier mode invokes a direct connection from Strategy Desktop to the metadata. This bypasses the Intelligence Server, which manages and processes Report Services documents.
ACTION:
Connect to your project via a three-tier (Server) connection to take advantage of Report Services functionality.