SYMPTOM:
Incremental fetch can be defined on a grid object for Strategy Web 9.4.1 as described in article KB31692: How to set incremental fetch on Grid object to override Report Services Document default in MicroStrategy Web Interactive mode . However, in Express Mode, grids will always retrieve 50 rows despite of the incremental fetch value selected, as shown below:

In the image above the grid incremental fetch was defined to 5 rows as shown below in Interactive Mode:

CAUSE:
This is a known issue with incremental fetch for Express Mode where the number of rows retrieved is hard-coded to 50 in Strategy Web 9.4.1.
WORKAROUND:
Use Interactive or Editable Modes instead of Express Mode.