In Excel 2013 and Excel 2016 when using in conjunction with CRM SP9, the error message occurs.
We are currently evaluating this issue for a fix in a future release.
Steps to Duplicate
1. Go to Analysis > Information Library > search the affected query 2. Select the arrows to the left of the query name > select get odata link > copy the link 3. Open a blank Microsoft Excel > select the data tab 4. Select From Other sources > From OData feed 5. Paste the link in the location of the data feed 6. Enter the log on credentials 7. Select Next > Receive error message