Go to the Data tab and click the Connections button, then click Properties for the PowerPivot Data connection. What does your connection string say? Try making sure Cell Error Mode is set to TextValue and see if it displays the error message in the cell.
Provider=MSOLAP.4;Persist Security Info=True;Initial Catalog=Microsoft_SQLServer_AnalysisServices;Data Source=$Embedded$;MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error;Optimize Response=3;Cell Error Mode=TextValue
This page describes this Cell Error Mode property on the connection string:
To be honest, I'm not sure I know why you're getting an error. I was able to reproduce this error, and the error message with Cell Error Mode=TextValue was:
|ERROR - CALCULATION ABORTED: MdxScript(Sandbox) (4, 48) The expression invokes an object that was defined by using an MDX calculated member or script. Such objects are not supported in DAX expressions.
My guess is that it's a bug in PowerPivot. You can try reporting it on Connect:
Please post the link to the Connect bug report if you do.