Power BI - Analyze in Excel - a blank attribute is added to every dimension

[ibost]

We've built a data model in Power BI.  In these preliminary stages we are letting users explore the model by connecting to it through Excel.

In Excel it seems that every dimension has a blank value added.  These blank values do not appear in Power BI itself.

Example:

Power BI (no blank value)

Excel (blank is added):

Reading other posts it seems this could be caused by a fact that has a key to a dimension that does not exist.  However, I've validated there are no such records, and it only happens in Excel.  Is there some other cause for this?