I see what you mean now by the dimensional columns. You are correct, since my BEx query has all my characteristics in the Free Characteristics section of BEx, whereas in WEBI I have multiple different layouts using those characteristics.
I've re-ran my BEx query in RSRT bringing all the characteristics that I use in my most complicated page in my WEBI report, pretty much at the lowest granularity, and I can see that it takes time in BEx too. So much for my great BEx query.
I'll continue to look for ways to improve performance.
Many thanks!
Marcelo