This is either a bug or it could be that the linked object feature in UDM wasn't completely implemented. For example, if you open up the linked dimension in the Dimension Designer and look at its properties, you will see a Persistence property set to Metadata but it is read-only. Looking at the docs, Persistence should support also an NotPersisted option. My understanding is that with NotPersisted, metadata changes should be detected on the fly. Now, you can bypass the UI, open up the dimension source, and change the Persistence attribute to NotPersisted and this may get you out the error. However, the fact that the UI doesn't support this option makes me think that something else may not work
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I strongly suggest you report this to MS support or on connect.microsoft.com.