The account dimension in one of AS cube has over 15 levels (the dimension is
built using Parent-Child menthod). When I started drill down from the the top
level using the Excel Add-In tool, everything on the spreadsheet disappears
when drilldown reaches level 9 members. The same issue also happens when
using the original Excel pivot table.

The same problems happens even if I didn't expand the hiearchy from the top
level. I just dragged one level 9 member to the Excel spreadsheet and it
disappeared when I tried to expand the particular member.

I don't have any problems when dirlling down in Parnorama or ProClarity.
Looks like it's an Excel BUG!