In PerformancePoint, when using a analytic grid or chart or a scorecard, if you are not able to use the “Show Details” option (a drillthrough action) because it is grayed out, one or more of the following could be the reason:

• In Dashboard Designer, in the “Background” section of the analytic grid or chart you have added a dimension that has two or more members selected instead of “All” (it works fine if only one member is selected).  A work around if using the Tabular model: In SSDT, while in the model, click on tab of the table, choose the Source Data property, change the sql statement to use case statements like CASE WHEN Closure_Reason NOT IN (‘Claim Paid to Wrong Member(s)’,’No Fraud Identified’,’Project – Individual Cases Opened as Needed’) or Closure_Reason is null then ‘Yes’ ELSE ‘No’ END as Show_Closure_Reason. Then add this new field (i.e. Show_Closure_Reason) to the Background section in your PerformancePoint analytic chart and filter by ‘Yes’
• You are looking at calculated measures
• You are looking at a dimension attribute
• You have not given the end-users the ability to use the drillthrough option in the cube security
• For a scorecard, the cell in the scorecard is not an Analysis Services cell.  It might be an aggregation that is computed by the scorecard itself, in which case there is not really a cube cell to drillthrough to
• For a scorecard, the cell in the scorecard must have the aggregation type of “Data value”.  This is not the default, so it is very common that this is the problem

More info:

Analysis Services Actions and Drillthrough Capabilities Supported in PerformancePoint

Show Details functionality on Scorecards

Hide PerformancePoint “Show Details” Menu Item

PerformancePoint – Using SSAS Actions