The Excel PivotTable grouping functionality that is available when you are connected to an SSAS Multidimensional cube (but not a Tabular model) is a Very Bad Thing indeed. In my experience it is a major cause of query performance problems – not just for the person running the query, but because it is so resource intensive for everyone else trying to query the cube too. This post from a few years ago gives some more details about why custom grouping, and the CREATE SESSION CUBE MDX statements that it uses behind the scenes, are so expensive.
Up until now it was impossible to prevent users from using custom grouping but in a recent cumulative update this changed. First of all, I encourage you to read the details of the fix because you will probably want to install the relevant CU for security reasons anyway:
[And if you are wondering whether you should be installing CUs I strongly suggest you read this post by Aaron Bertrand]
Once the CU has been installed the following new property is added to the msmdrv.ini file:
This will be set to 1. Setting this property to 0 will prevent users from creating session cubes and therefore prevent them from using Excel’s custom grouping functionality.
My opinion is that it’s a good idea to disable session cubes and custom grouping even if you don’t know whether your users are using these features. Yes, your users will lose some functionality and some reports might even break, but you will also save yourself and your users a lot of problems. If your users need to do custom grouping in a report that is usually an indication that you have missed something in your dimension design, and that an extra attribute hierarchy or two is necessary.
[Thanks to Akshai for this information]