Hello,
I hope you only using Execute button. After that we need to save the data to cube.
for saving purpose please try to use one more button for saving data. same like execute buttion.
After saving the data just try to refresh the session or you just find out i think refresh button also available. if not just try to refresh the opened session and try to do exectue and save.
I hope it will help full this answer, if yes please give points.
Regards,
Satya.