So you were running the TSQL query from a 3rd machine as outlined in the original post?

That is where the double hop comes in.

Generally, with SSAS, you have some cube security setup to users or groups in AD.

So it would be of benefit to be passing the user credentials running the query in most cases.

In our case, it was required, as very few users were allowed to see all companies, regions, etc. in the cube.