Hi Emilio,
Try to include a BEx Variable (processed by authorization) in the "global filter" of the respective BEx Query. The Variable can be either "input-ready" or not "input-ready". In the first case, the authorized values act as "default values" which can be (de)selected by the user. In the second case the all authorized values will be taken into account as a filter.
Further to Tom's reply, Analysis Authorizations are only applicable during "run-time" of the BEx Query. The authorization check will be done by comparing the query selection and the authorized values of the user who runs the BEx Query.
Authorizations during "design-time" are not handled by Analysis Authorizations. A BEx Query designer can see all values, regardless of the Analysis Authorization.
Best regards,
Sander