Obviously your universe does not include a loop , so there is no auto-detection of possible contexts.
If you have 2 fact-tables joined through a dimension table you can create a context for each facttable.
(use listmode)
Look into the 'Multiple SQL statements' bit in the designer guide how you can use a single SQL to give 2 synchronized datacubes containing measures from 2 contexts.
If your query should return other objects than measures , than consider "linked dataproviders"
T. Blom
Information analyst
tbl@shimano-eu.com