Number format from SSAS cube lost

Same issue here.  Looks like you can make it work if you set the format_string when you create a calcualted member like this:

CREATE MEMBER CURRENTCUBE.[Measures].[Gross Margin Percent]

AS DIVIDE([Measures].[Gross Margin],[Measures].[Net Sales]),

FORMAT_STRING = "Percent",

NON_EMPTY_BEHAVIOR = { [Net Sales] },

VISIBLE = 1 , ASSOCIATED_MEASURE_GROUP = 'Measures' ;

But if you calculate that member outside of the create statement the formatting doesn't hold.  I haven't been able to get any formatting to pass through on any stored members no matter where I set the format.

This is frustrating as I spent the entire year trying to sell this tool to the business and now I have people buying in and this is a project derailer for most of them.  Seems like this should be a much bigger issue.  Are there just not that many people using the live connections yet?

I'm only interested in live connections against cubes as we have team members all over the world and security is already set up in every cube.