Power BI (Desktop) supports formatting designed in the SSAS cube. However, when I format a measure as \€ #,##0.00;\€ -#,##0.00, the € sign is lost in Power BI. It works in Excel though.
Koen, thanks for the comment about scope. I had the same problem but when I moved my scope statements up right after the CALCULATE keyword and before the first calculated member all my formats where correct again. This trick might not work if you need to reference a calculated member in your SCOPE statement. So I hope MS will support SSAS formats better really soon.
