The problem with the MDX designer in those applications is that it often brings back more records than you need because it always uses the lowest level of granularity in a hierarchy. You're better off just writing an MDX query to return what you actually need and then using that to build your report.

If you are worried about it being a network issue (you mentioned a WAN) then you can look at the DISCOVER_COMMANDS, DISCOVER_CONNECTIONS, and DISCOVER_TRANSACTIONS DMVs and also run a profile whilst these slow queries are running - this will tell you whether or not the problem is with the OLAP server or a slow network.

https://msdn.microsoft.com/en-us/library/bb934103.aspx

https://msdn.microsoft.com/en-us/library/bb934105.aspx

https://msdn.microsoft.com/en-us/library/hh270263.aspx

http://blogs.technet.com/b/josebda/archive/2009/03/31/sql-server-2008-i-o-performance.aspx