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I don't think you can. For dimension columns, you could set the label to a blank space and then you will not see a headline even though the header cell is still there. Expressions are even harder. In the example image the first column dimension is weekday, i.e. a numeric value. By forcing it to a dual value, where the text value is "blank", I managed to hide the column dimension values (but I don't know why I would want to do that).
It doesn't look great and this probably doesn't help you a lot, but maybe something I wrote will make you think of something that will help you.
