I think it would be better to ask yourself if you are using the correct BI tools for your needs or if you need to level up MDX skills before taking such a drastic step. If the hierarchies aren't working with your tool then I would suggest speaking to the team responsible for the cube so they have a better understanding of what you are doing and make any changes if needed.

It's possible to get data out of a cube and into SQL using openquery and a linked server easily enough, but I would suggest a more holistic approach is needed. Without knowing what tools you are using and what for, it's difficult to make a suggestion of another approach.