SSRS - Parameter Cannot be blank. Please enter value error

One of my ssrs report has a parameter Country - drop down list.  This is populated from a cube using mdx.

This column in the original table sometimes has the value as NULL.  In the cube dimension I have set NULLProcessing as 'Automatic' for this column (meaning it will convert to ZeroorBlank based on data type)

In my Visual Studio IDE - Preview , this drop down list is defaulted to this value and it is selected and iam able to preview the report.

However when I deploy the report to the server, it throws an error 'Parameter cannot be NULL.  Please enter a value'.

The server is SQL 2008 R2 (RTM) - 10.50.1600.1

Please let me know if there is any workaround for this.

Thanks
Suga