OTBI report and data role security

Summary:

Should an OTBI report using General Ledger - Balances Real Time subject area (linked to the Essbase cube) inherit custom data roles configured in SaaS?

Content (required):

We have created a number of SaaS data roles to limit access within OTBI reports to specific cost centres. This works as expected for all standard OTBI reports either out of the box or custom ones we create...other than a budget report we have created using the General Ledger - Balances Real Time subject area. No matter the secured data role we apply the report returns everything for all cost centres - even if we don't include a data role it returns everything.