With the increasing use of self-service BI tools, data exploration tools, and data discovery tools, end users have more options to analyze data coming directly from any data source. The other day I was asked why people should choose MDX (and constructing a cube) for analysis when there are so many other options. Here are some scenarios where MDX is advantageous, especially in Excel but also in other tools. This is a good starting point for evaluating MDX as an analytic solution.

Capability MDX (ODBO/XMLA) ODBC/JDBC (usually SQL)
Large data volumes Data stays on the server and the server calculates the summary values. In Excel, the data is imported and stored in the workbook. Excel does the summary calculations, at performance expense.
Ease of use for BI client users Point and click interface to connect to model, get summary values, slice and dice data. End user must know SQL very well to join tables and perform anything other than basic summary analysis.
Reusable data model One data model can be built  and used with many different BI clients (Excel, Tableau, SAP BusinessObjects, Cognos, Microstrategy, etc). MDX calculations in the model can be reused. The calculation logic must be repeated in every BI client connecting to the server.
Analytic capabilities MDX language has shortcuts for common analytic capabilities such as time-based calculations. Top 10 and other sets can be shown automatically. Can drill to details after viewing summary information. Optimized for table and row operations, not for analytics. Calculations that are easy in MDX can be hard in SQL.