From the documentation it isn't clear but it seems as though the following is true:
A Virtual Cube built up from two cubes must share at least one dimension.

So, if I have Cube A with dimensions A1 and A2 and cube B with dimensions B1 and B2. I cannot create a virtual cube using dimensions A1, A2, B1 and B2. This seems to be giving an exception from Mondrian.

For this to work, cube A would need to include one of the dimensions from cube B or visa versa.

Is this true?