I tried MapPoint 2006 hoping to see an improved interface to UDM data. Unfortunately it seems there is not a direct support to OLAP cubes and a dynamic navigation with territory dimension.
I wrote a proof-of-concept of a .NET WinForm application that embed MapPoint 2004 as an ActiveX component and use levels of a Territory Dimension to choose what level of detail the user want to display on the map. I had to write data to a temporary file just to import them in MapPoint, but in generale it was very few lines of code. I hoped a better integration would have showed up in MapPoint 2006, but apparently MapPoint is still not considered a first-class citizen as a BI client application.