Analysis Services Security: DENY does not override GRANT

Is the famous rule of thumb broken? I am sure that you all are aware the rule and you know that DENY always wins over GRANT. If you want to see an exception (or a situation) read one of my previous posts "Column GRANT overrides DENY TABLE, Avoiding with Common Criteria Compliance".

This post discusses another situation, it is not with SQL Server Relational Engine, it is will SQL Server Analysis Services.