I'm having the same issue. I working on importing some of our historical information and we'd previously imported data through a connector that I need to clear out. At that import step, I hit the clear on the Import step and there is no data shown there anymore but when I run reports etc. the data is still there on O#Import like clearing the import didn't do anything.
I hope you have found an answer by now but a work around for this is to Clear like did then go through the workflow steps without re-loading. So this would be selecting "Retransform", "Validate", "Load to Cube" (depending on steps). This will essentially load nothing to the cube. You can then go back and Load and Transform from step 1.
Other options are to run Data Management for a "Clear Data". If you wanted to just clear import, you can make the Forms and Adjustments False in the Data Management settings.