It seems we need to create an application pool in IIS server first and connect the ssas to IIS server using windows account credentials.
This is also mentioned in other people's blog, although it is a little bit old : Microsoft Analysis Services 2005: Displaying a grid using ADOMD.NET and MDX
We could change the user/password property in IIS settings. Check steps at :
Connect to MS SQL Server Analysis Services
If the answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.