Generating audit information from analysis services (SSAS) was just a setting on the olap database(multidimensional), but in tabular mode it doesn't seem to work.
The way to go as I understand is to use the ASTrace tool: https://sqlsrvanalysissrvcs.codeplex.com/
It's basically a sql profiler running as a service, saving the result to a database.
I good idea is to customize the trace template, otherwise you'll be flooded. Do this using SQL Profiler, create template, adjust the events you capture and export the template file. The QueryEnd event could be a start. Use the config file and restart the service.