MDX: Why is MDX so much slower than getting the ALL data from the cube?

I have a pivot grid attached to the cube. The cube has 7 million records and shows all our content really fastThe MDX below produces 217,000 records in 29 seconds (way too slow). Much slower then hooking up to the cube directly. We need to limit what the user sees by specific locations or by state boundaries but I am finding MDX is too slow... Your guidance is appreciated!!! ----------------------------------------------MDX CODE for pivot grid to show state, county... locations-----------------------------------------------withset [x] as{ // this may also be filled with hundreds or thousands of locations...[Dim Geographic].[Policy].[STATECODE].&[27]}SELECT NON EMPTY{ --([DIMLINEOFBUS].[LINEOFBUSTYPE].MEMBERS, [Measures].MEMBERS), ([DIMLINEOFBUS].[LINEOFBUSTYPE].&[Commercial], [Measures].MEMBERS), ([DIMLINEOFBUS].[LINEOFBUSTYPE].&[Auto], [Measures].MEMBERS), ([DIMLINEOFBUS].[LINEOFBUSTYPE].&[Residential], [Measures].MEMBERS)} ON COLUMNS, NON EMPTY { [x] * //{[Dim Geographic].[STATEABBRV].children} * {[Dim Geographic].[COUNTYNAME].children} * {[Dim Geographic].[CITY].children} * {[Dim Geographic].[POSTALCODE].children} * [Dim Geographic].[LOCATIONID].[LOCATIONID] } ON ROWSFROM [Cube];