Hi PowerPivotQ,
SQL Azure Reporting Services only supports SQL Azure databases as data source currently, so you can't retrieve data for SQL Azure Reporting report from your OLAP as its data source. You can vote about Adding the feature of "Include Analysis Services
in SQL Azure"
http://www.mygreatwindowsazureidea.com/forums/34685-sql-azure-feature-voting/suggestions/413063-include-analysis-services-in-sql-azure
Thanks for your understanding.
Challen Fu
TechNet Community Support
