I would thought to reiterate my issue here.
When you click on Database Engine Query button, it does not bring up a Database Engine Query window.
Instead, it brings up Analysis Servies Query and attempts to connect to the Analysis Services.
The Server Type box area is greyed out so I can't really select anything.
I am able to connect to the server via other means. But not in SSMS.
I've searched and it seems like this is a known issue for some people.
Does anyone know a solution to this?