MDX navigation in SET not working (Lag, Lead, PrevMember, ...) - mdx

Question

I've got the following problem with my MDX statement. The previous element in the created set "[S_PrevDate]" is not accessible due to the where clause. The calculated member "x" returns an empty set. Without where-clause it is working fine.
#Month = "[Date].[Y-Q-M-D].[Month].&[201709]"
WITH
SET [S_PrevDate] AS
StrToMember(#Month, CONSTRAINED).PrevMember
MEMBER x AS
SetToStr([S_PrevDate])
SELECT x ON 0 FROM [cube]
WHERE StrToMember(#Month, CONSTRAINED)
In fact, selecting another month isn't working either. "x" remains empty:
WITH
SET [S_PrevDate] AS
[Date].[Y-Q-M-D].[Month].&[201708] -- August
MEMBER x AS
SetToStr([S_PrevDate])
SELECT x ON 0 FROM [cube]
WHERE [Date].[Y-Q-M-D].[Month].&[201709] -- September
What am I missing or how can I work around this issue? The set will be used in quite some calculations and needs to be created in the query scope.

Answer 1

Do really need a set? Try it:
WITH
MEMBER x AS
SetToStr([Date].[Y-Q-M-D].[Month].&[201708] )
SELECT x ON 0 FROM [cube]
WHERE [Date].[Y-Q-M-D].[Month].&[201709] -- September

Answer 2

What is the point of the WHERE clause in your script? WHERE happens very early in execution order of an mdx script - and creates the scope.
You have:
WITH
SET [S_PrevDate] AS
StrToMember(#Month, CONSTRAINED).PrevMember
MEMBER x AS SetToStr([S_PrevDate])
SELECT x ON 0
FROM [cube]
WHERE StrToMember(#Month, CONSTRAINED);
I don't understand why you cannot just drop the WHERE clause?
WITH
SET [S_PrevDate] AS
StrToMember(#Month, CONSTRAINED).PrevMember
MEMBER x AS SetToStr([S_PrevDate])
SELECT x ON 0
FROM [cube];
This might also be an alternative:
WITH
SET [MTH] AS
StrToSet("{" + #Month + "}", CONSTRAINED)
SET [S_PrevDate] AS
[MTH].ITEM(0).PrevMember
MEMBER x AS
SetToStr([S_PrevDate])
SELECT x ON 0
FROM [cube];