Cube dimension relationships confusion

Question

I'm trying to get my cube working without getting "attribute key not found" errors, but the only way I've found to make it work, is to set up a referenced dimension from Dim_PropertyInfo to Dim_SalesInvoiceHeader (see scripts below) and leave the Materialize checkbox unchecked.

However, when I browse the cube, filter on INV001 and display the PropertyInfo attribute, it still returns all rows from Dim_PropertyInfo.

Can somebody tell me what I should be doing?

Script to create the test tables:

CREATE TABLE dbo.Dim_SalesInvoiceHeader
(
    SalesInvHeaderID    INTEGER         NOT NULL,
    SalesInvoiceNumber  NVARCHAR(50)    NOT NULL,
    OtherStuff          NVARCHAR(MAX)   NULL,

    CONSTRAINT PK_Dim_SalesInvoiceDetails
        PRIMARY KEY (SalesInvHeaderID),
);
GO

CREATE TABLE dbo.Fact_SalesInvoices
(
    FactID              INTEGER NOT NULL,
    SalesInvHeaderID    INTEGER NOT NULL,
    LineItem            INTEGER NOT NULL,

    CONSTRAINT PK_Fact_SalesInvoices
        PRIMARY KEY (FactID),
    CONSTRAINT FK_Fact_SalesInvoices_Dim_SalesInvoiceHeader
        FOREIGN KEY (SalesInvHeaderID)
        REFERENCES dbo.Dim_SalesInvoiceHeader (SalesInvHeaderID),
);
GO

CREATE TABLE dbo.Dim_PropertyInfo
(
    PropertyInfoID      INTEGER         NOT NULL,
    SalesInvHeaderID    INTEGER         NOT NULL,
    SalesInvoiceNumber  NVARCHAR(50)    NOT NULL,
    PropertyInfo        NVARCHAR(MAX)   NULL,

    CONSTRAINT PK_Dim_PropertyInfo
        PRIMARY KEY (PropertyInfoID)
    CONSTRAINT FK_Dim_PropertyInfo_Dim_SalesInvoiceHeader
        FOREIGN KEY (SalesInvHeaderID)
        REFERENCES dbo.Dim_SalesInvoiceHeader (SalesInvHeaderID)
);
GO

... and the script to populate the tables:

INSERT INTO dbo.Dim_SalesInvoiceHeader
    ( SalesInvHeaderID
    , SalesInvoiceNumber
    , OtherStuff
    )
    VALUES (1, N'INV001', N'blah')
         , (2, N'INV002', N'blahblah')
         , (3, N'INV003', N'blahblahblah')
         , (4, N'INV004', N'stuff');

INSERT INTO dbo.Fact_SalesInvoices
    ( FactID
    , SalesInvHeaderID
    , LineItem
    )
    VALUES (1, 1, 1)
         , (2, 1, 2)
         , (3, 1, 3)
         , (4, 2, 1)
         , (5, 2, 2)
         , (6, 3, 1)
         , (7, 3, 2)
         , (8, 4, 1)
         , (9, 4, 2);

INSERT INTO dbo.Dim_PropertyInfo
    ( PropertyInfoID
    , SalesInvHeaderID
    , SalesInvoiceNumber
    , PropertyInfo
    )
    VALUES (1, 1, N'INV001', N'stuff')
         , (2, 2, N'INV002', N'pool');