When you say you're filtering the level, you're doing something like:

`filter([Cube].[Dimension].[Hierarchy].[Level],[Cube].[Dimension].[Hierarchy].[Level].[Key] in (1,2,3,4,5,6,7,8,9,10))`

That causes the problem?

What happens if you build a set directly?

`set([Cube].[Dimension].[Hierarchy].[Level]:->[1]`

,[Cube].[Dimension].[Hierarchy].[Level]:->[2]

,[Cube].[Dimension].[Hierarchy].[Level]:->[3]

,[Cube].[Dimension].[Hierarchy].[Level]:->[4]

,[Cube].[Dimension].[Hierarchy].[Level]:->[5]

,[Cube].[Dimension].[Hierarchy].[Level]:->[6]

,[Cube].[Dimension].[Hierarchy].[Level]:->[7]

,[Cube].[Dimension].[Hierarchy].[Level]:->[8]

,[Cube].[Dimension].[Hierarchy].[Level]:->[9]

,[Cube].[Dimension].[Hierarchy].[Level]:->[10]

)