Hi @Дмитрий Наздрин
There still is no support in Excel 2021, 3rd party or otherwise for accessing OLAP Cubes.
You may raise this request like following thread in Microsoft Feedback Forum:
https://feedbackportal.microsoft.com/feedback/idea/39323469-2eb6-ee11-92bd-6045bd7fe601
Thanks for your understanding.
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