This problem still exists in EPM 10.0 SP 20 Patch 2 .NET 4, Build 9063.
Removing the Page Axis is not an option for me in certain reports, so the proposed solution above does not apply.
Reproduction of the issue:
I have a static report with fixed columns and rows. The actual row and column axes are hidden to prevent users from trying to expand/collapse them. This report shows 36 total months across the top. Each column header is essentially a formula that says =EPMMemberDesc([member ID hidden above]). Above those visible headers are additional headers for each set of 12 months (ie. "Previous Year", "Current Year", "Next Year"). Those headers are formatted to merge and center across all 12 months that apply to them. Each time the report is refreshed they are de-merged and left-aligned.
