You have basically the right idea... ...select 'System' (by double-clicking), then check 'Use parent/child references'. Then click 'OK'. It doesn't matter that the display defaults to another dimension when you open it up again - a single rule can remember the settings for multiple dimensions, and if you re-select 'System' you should see 'Use parent/child references' still checked.
If you literally can't select 'System' (i.e. the selected dimension never changes) then it sounds like EAS is misbehaving and I suspect a Java compatibility issue whenever that happens.
Thanks for you input Tim.