I’m trying to create a linked server to connect to Azure Analysis Services but I’m facing the following error when trying to run this query:

SELECT * 
FROM OPENQUERY(Analytics, 'SELECT [CATALOG_NAME], [SCHEMA_NAME], [CUBE_NAME], [DIMENSION_UNIQUE_NAME] 
FROM $system.mdschema_dimensions')

The OLE DB provider "MSOLAP" for linked server "Analytics" reported an error. Access denied.

Cannot get the column information from OLE DB provider "MSOLAP" for linked server "Analytics".

EXEC sp_addlinkedserver 
@server = N'Analytics', 
@srvproduct = N'', 
@provider = N'MSOLAP', 
@datasrc = N'asazure://westeurope.asazure.windows.net/aasacc',
@catalog = N'AnalyticsTabular'

EXEC sp_addlinkedsrvlogin 
@rmtsrvname = N'Analytics', 
@useself = N'false', 
@rmtuser = N'app:client-id', 
@rmtpassword = N'client-secret';

I tried enabling the ‘Allow inprocess’ option from the MSOLAP provider but doing so lead me to this error:

Cannot initialize the data source object of OLE DB provider "MSOLAP" for linked server "Analytics".

Does anyone have any idea?