The 'KeyColumns' #0 has NullProcessing set to 'UnknownMember', but the dimension doesn't have UnknownMember set to 'Visible' or 'Hidden'

By default, SSAS provides an automatically created member with the name 'unknown' for each dimension. This member is intended to be the home for all facts that don't fit to a real member (provided from the data source). In the example above, fact data that does not match any of the listed product categories could be mapped to the unknown-element.