Excel 2013 and Excel 2010 include a feature to retrieve formatting from the server. This feature is enabled by default on new OLAP connections.
Excel is sending an MDSCHEMA_PROPERTIES DISCOVER command with a request for <PROPERTY_TYPE>2</PROPERTY_TYPE> at the level of the database. Since the request is being made at the database level rather than the cube level, it causes all cubes contained in the database to be loaded and the calculation script for each executed. That also results in any associated security expressions being evaluated for each cube contained in the database.
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