SSAS Cube using multiple dimension hierarchies with same key

How can I link two separate dimension hierarchies (driven from two base dimension tables) to the same attribute in the Cube? When I try this, only the common hierarchy levels between two dimensions show up under Browse. Other levels disappear. Details are:
One SSAS 2012 Cube: Expense Daily Snapshot Each fact row has CostCentreSK attribute Two dimensions (with natural hierarchies) based on two separate DB tables. CostCentreSK is the key in both. (I know it sounds strange, but there is a good reason for this.
Be happy to share details.)
After processing when I browse the cube only the common levels between the two hierarchies show up.
Expectation was that the individual hierarchies will show each of their levels. Please help.

@Victor Rocca
Some dimensions are common, like Dates and Codes, but mostly they are their own dimensions. Visits
and Actions facts have foreign keys from Events in them, so I would prefer to join directly, anyway.

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SSAS Cube using multiple dimension hierarchies with same key

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