I have recently had the same problem. It is currently a bug that will be fixed once you upgrade to SP06. Our issue was the same. Our analytic privileges would not work if they had an attribute restriction like "territory number". If I removed the restriction and then a data preview on the analytic view, it would work just fine but once I added the restriction back on territory number I would get the same column store error. The work around to this is adding an additional attribute to your privilege like "document number" (that is used in the analytic view you have inside of your privilege) or something like that. For example:
Analytic privilege for Territory 51 contains an analytic view called "ZAN_SALES".
Added attribute in the Attributes Restrictions called "Ship To District" and assigned restriction on territory "51".
Added attribute "BELNR" that is tied to the same analytic view ZAN_SALES".
Once I added "BELNR", it worked and the territory restriction is applied in the raw data.
This is a work around. I'm told that once we upgrade to SP06, we will no longer need that "extra" attribute.
I hope this helps!
