I know this post was written almost 3 years ago. . . .but I just found a solution to this that I haven't seen anywhere on the internet.
What I discovered is that your package will error out with an MDX query in the SQL Text box if you are connecting to your SSAS datasource through a Shared Data Connection, but if you just add the data connection directly in the connection manager, and connect your data source component to that, then you will still get the warnings about Data Type conversion, but the task will execute perfectly.
I felt obligated to post this, just in case anyone is still having the problem. Have a nice day!