When we are working on a model and make a change like adding a dimension to a cube all the PALO formulas need to be updated to reflect any changes including the underlying cell formula where you have data validation on top of. When you try to update the formula, the data validation prevents you from updating the formula based on it not being in the subset list and then you have to remove validation, change the formula, then recreate the validation. It would be much simpler and make more sense if the validation only ran when the report was being run not when it was being edited.
A note on this: to modify the underlying palo.data you do not have to delete the data validation . You just need to turn off the warning message on the last tab (Error Alert) of the data validation dialog. Once you have modified the formulas, highlight your range and turn the warning message back on .