I think that's just how Data Explorer works.
What you're asking for, if you think about it, is basically a straight table of records. So if I really wanted this for display purposes (not PDF), I'd build a Data Adapter of type Cube View or Cube View MD and wire it to a Grid Component, BI Viewer, or Pivot Grid.
Obviously that doesn't work if you need a CV for things like forms or Excel submissions. In that case, I'd just try to be clever with XF functions directly in Excel, again to produce effectively a table of full records.
PDF outputs are a different ballpark, because they have more options and, where they fall short, even CV Extender rules.
