SYMPTOM:
When running an MDX report using the Strategy MDX Cube Provider, the following error occurs, in Strategy Analytics Enterprise 9.4.1 Hotfix 2 and Hotfix 3:

This issue does not occur in Strategy Analytics Enterprise 9.4.1 GA - Hotfix 1 or when using an XMLA provider outside of Strategy.
CAUSE:
This is a known issue in Strategy Analytics Enterprise 9.4.1 Hotfix 2 and Hotfix 3.
ACTION:
This issue has been addressed in Strategy Analytics Enterprise 9.4.1 Hotfix 4. Upgrade to that version to take advantage of this fix.