Window calculations need a dimension to be in the viz lod. You can either add a dimension to your view then set the Table calculation to use the dimension as a partition. Or change your calculations to the following.
Here is a helpful link.
My intention is to show the Pearson Correlation as one big number in dashboard. Regarding what you mentioned, I just made a WINDOW_AVG calculation and it did show up in the sheet without needing any dimension in the column or row tabs. Maybe this is something exclusive to WINDOW_CORR, as I found out it needs a dimension before publishing my question, but since it does not produce the end result I want, I asked it in the forum.
Window_ functions are table calculations - they need and underlying table in the viz to perform the calculation
you could use just Corr which is not a table function
If this posts assists in resolving the question, please mark it helpful or as the 'correct answer' if it resolves the question. This will help other users find the same answer/resolution. Thank you.