I try to see the documentation of Microsoft but I can't understand when they said "Retains dimensionality". What does it mean?
They describe it in the table of this link https://learn.microsoft.com/en-us/analysis-services/adomd/multidimensional-models-adomd-net-client/retrieving-data-from-an-analytical-data-source?view=asallproducts-allversions
I would like if you explain me the differences and an example where affect
Basically it means that the data structure containing the data isn't a simple table with rows and columns, but a "multi-dimensional" data structure where data is stored in the intersection of multiple axes. One axis might be Year/Month/Day, and another Country/State/Zip, and another CustomerId. Then at each intersection you have measures like TotalSales, ItemCount, etc.
This is for MDX queries.
See CellSet.