One of the great features of PEL is that you can choose either a SQL or MDX implementation for your rules, depending on what you want to achieve. Whilst the MDX rules are much less restrictive than the SQL rules, they can sometimes run slower, depending of course on how your environment is set up.
When the MDX rules do take a long time to run, it's possible that you might see this message:
What has essentially happened within Analysis Services is that an object (e.g. a cube or dimension) has been processed and is waiting to commit. Unfortunately this is not possible whilst an existing query is running, so therefore AS waits for the query to complete. It will, however, only wait so long, which is defined by one of the Analysis Services Properties called ForceCommitTimeout. Once this threshold has been reached, then the offending query is canceled, resulting in the error message above.
Finding the right balance for the Analysis Services ForceCommitTimeout and the PerformancePoint PAC 'OLAP Cube Refresh Interval' setting is key. If you have set PPS to re-process its cubes too often then you may well see the above message. On the other hand, if you set the ForceCommitTimeout too high, then queries executed whilst the cube is waiting to commit will be made to wait, meaning your big query will get though ok, but other users may see bad performance.
Darren Gosbell has written an excellent post here that provides a thorough explanation of ForceCommitTimeout and other related properties.