I am trying to understand why Sets in secondary data source are greyed ( grayed ) out.
So are the Measure Names and Measure Values
Hi Thai -
There are a number of things that you can't do with the Secondary Data Source in a blending scenario - you noted two of them, another "biggie" is no auto-geocoding on geospatial fields in the secondary.
In your shoes, I'd add a request to the "Ideas" forum, explaining how the functionality in question would be useful to you.