Hi Felix -
Reader doesn't support connecting to live data sources, so it's no surprise you get an error when your packaged workbook attempts to connect directly to SSAS from inside reader.
I just tested what you tried and see the same thing. SO, it's not just you.
Next, prepare for some guessing (I'd open up a case with support for confirmation, if I were you):
<Russell is guessing>
- Offline cubes are a bit of a edge case scenario as they aren't in wide use compared to live connections to SSAS
- Most folks use Reader in conjunction with Tableau Data Extracts or more "every day" files like Excel, CSV, etc.
- As a result, I wonder if we didn't include the OLAP plumbing in Reader to handle offline .cub files?
</Russell is guessing>
Good luck - please let us know what you find out?