is this for a SSRS report?
what I do in this situation is create a 'dummy' calculated measure in the data source and have it '= 1', as this measure will
interesect all the dimension members when the query is run it shows all the dimenion members including that are not present in the fact table.
Then use this data set for the report but dont show the calculated measure that you created.
This method will also work without using SSRS, you just need to manually make the change to the mdx.
there may be other ways but find this way works well.