Cube design is to pre-aggregate as much data as possible, rather than have a database perform that aggregation on the fly. This error is commonly caused when an aggregation is not defined: For instance, when there is no pre-aggregated Sum(Amount) for [Dim_Category].[Name].
You can read more on the Knowledgebase article Warning "This measure is incompatible with one or more of the dimensions in this view" When Adding Multiple Fields from …
It doesn't mean it won't work, but if you are using the cube to define business logic, then your aggregations may not be as expected.
I would agree with you if we were talking about multidimensional cubes. But in this case we would like to utilize the tabular model in Microsoft Analysis Services. Tableau however seems to treat the tabular model as if it was multidimensional and this is giving us some issues.
I get this warning as well when using SSAS Tabular. I don't get it with SSAS MDX.
It doesn't affect the results and everything aggregates correctly but it'd be nice to see it go away so that users aren't confused.