The OLAP connector is designed to extract data from BEx Queries, not quering the cube directly. From the Connectors Manual:
The first item in the drop-down is $INFOCUBE, which is a top level for all InfoCubes in the system. $INFOCUBE should not be selected as the Query list then displays Infoproviders instead of queries. Selection of Infoproviders by this means is not supported. You must select an InfoProvider in the drop down list.
Create an applicable BEx query or extract the cube data using the extractor connector or the sql connector.