Assume that you have a Microsoft SQL Server 2014 Analysis Service (SSAS 2014) project in SQL Server Data Tools – Business Intelligence (SSDT-BI). After you set the AttributeHierarchyDisplayFolder property of the dimension attribute to \, the property is ignored by the server when the XML for Analysis (XMLA) is sent to the server, and it is not persisted in the metadata for the attribute. In this situation, the dimension attribute hierarchy does not appear in the root of the corresponding dimension folder in the Excel PivotTable Field List.
Note The issue also occurs in Microsoft SQL Server 2012 Analysis Service (SSAS 2012) Service Pack 1 (SP1) Cumulative Update 4 (CU4) or later versions.
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Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.