MDAC 2.5 SDK - OLE DB Programmer's Reference
Chapter 23: Rowsets in OLE DB for OLAP
It does not make sense to insert a cell into the range rowset because the number of cells in the cube is fixed. The only way to create new cells is to add new members to one or more dimensions. Therefore, calling IRowsetChange::InsertRow on the range rowset results in E_UNEXPECTED.