When working with cube data sources in Tableau you will see specific behaviors that differentiate them from relational data sources, one of those being the way you work with dates. As a general rule of thumb, when you work with a cube, Tableau will rely on the structure of the cube (it's measures and dimensions); which is why in this case Tableau doesn't create a hierarchy for dates. That said, the hierarchy can be built in the cube so you see it like this:
To learn more about some differences (and alternatives) with cube data sources, please refer to: Cube Data Sources
Hope this helps!
SSAS is just tabular though. The model it is accessing is just a reference pull to specific dates.
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