select 
  "[Measures].[d]" mdx_date
  ,"[Measures].[dn]" mdx_date_as_dbl
  ,convert(nvarchar, cast(cast('2017-01-01' as date) as datetime), 104) sql_date
  ,cast(cast(cast('2017-01-01' as date) as datetime) as float) sql_date_as_dbl
--  ,cast(cast(cast(cast('2017-01-01' as date) as datetime) as float) as datetime) sql_dbl_as_date
  ,convert(nvarchar, cast(cast("[Measures].[dn]" as float) as datetime), 104) mdx_dbl_as_sql_date
  ,"[Measures].[dd]" sql_dbl_as_mdx_date
from
openrowset('MSOLAP', 'DATASOURCE=localhost; Initial Catalog="AdventureWorks"',
'with 
  member _d as cdate(''2017-01-01'')
  member d as format(_d, ''dd/MM/yyyy'')
  member dn as cdbl(_d)
  member _dd as cdate(42734)
  member dd as format(_dd, ''dd/MM/yyyy'')
select 
 {d, dn, dd} on columns
from 
 [Adventure Works]
')