That behaviour is dependent on your KeyColumns setting.
Given a cube with these 2 named queries in the datasource view
Cities:
SELECT 1 AS id, 'India' AS country, 'Calcutta' AS city
UNION
SELECT 2 AS id, 'India' AS country, 'Bangalore' AS city
Sales:
SELECT 1 AS city, 5 AS salesamount
UNION
SELECT 2 AS city, 5 AS salesamount
A dimension based on cities, linked to the Sales table on the sales.city->cities.id relation that looks like this, using the id column as KeyColumns:
The result is this:
However, if I change the KeyColumn property to country for that attribute like this:
The result is all sales are reported under one single country:
I agree the documentation is a bit terse:
Contains the column or columns that represent the key for the attribute, which is the column in the underlying relational table in the data source view to which the attribute is bound. The value of this column for each member is displayed to users unless a value is specified for the NameColumn property.
Where you should interpret it as "there is one separate attribute member for each distinct value in the key column, even if the displayed value is the same"
Do note however that changing the key column might require you to change the NameColumn and the OrderBy properties.