What you are seeing is a typical example of a missing dimension relationship.
Yes it has something to do with the relations in your
dsv but easy to solve with dimension relationships.
If you add a dimension to a measure group/cube/fact table the dimension relations are automatically generated based on the relations in the data source view, if a relation isn't present a dimension relation has to be created manually.
So in your example you need to go to the cube where the measure group is residing and select
dimension relationships and define the relation between your dimension key and the fact table.
See defining dimension relationships for details on how to do exactly that.
It's actually fairly obvious why SSAS would behave like that. If there is no relation between axis and figures, there is no way a slicer can have impact on the figures.
If you are using a
Tabular model, unless it lets you add relations in both directions I fear you'll be out of luck and need to design your data warehouse better using actual fact tables and dimension tables.