I'm experiencing odd behaviour when using Analysis Services as a data source in Excel when sharing the file with other users, however it works successfully for me.
The connection string is updated to include a user as this is an RLS feature to filter data accordingly:
Provider=MSOLAP.8;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=TabularModel;Data Source=Server\Instance;MDX Compatibility=1;Safety Options=2;EffectiveUserName=Domain\FirstName.LastName;MDX Missing Member Mode=Error;Update Isolation Level=2
the Tabular model has this role setup, with USERNAME() which matches what EffectiveUserName is in the Excel connection string:

For me, it connects successfully and updates data to show Companies belong to this user.
When I share the file with the user, it returns:
The 'Domain\FirstName.LastName' value of the EffectiveUserName xml for Analysis property is not valid
Thank you