OK, so thanks to a helpful BI consultant who answered the question in a group on another network, I understand the correct line of thinking for MDX queries.
The WHERE clause in MDX can be considered as an additional axis within the query's cube space. This axis, often referred to as the slicer axis, has one position occupied by the tuple assigned to the WHERE clause. The member or member combinations at this one position influence every tuple in the query’s cube space.
A useful practice to implement the filter in this scenario would be using an inner query.
The below query has perfectly delivered the desired results.
WITH
MEMBER [Measures].[Value] AS Format([Measures].[Expected Sale Price EUR], '#,###')
MEMBER [Measures].[Pieces] AS Format([Measures].[Line Quantity], '#,###')
SELECT CrossJoin(
{[Time].[Calendar Year].&[2013]},
{[Measures].[Value],[Measures].[Measures].[Pieces]})
ON COLUMNS,
{[Tbl Customers].[Market Name].Members }
DIMENSION PROPERTIES MEMBER_NAME ON ROWS
FROM
({[Measures].[Expected Sale Price EUR],[Measures].[Line Quantity]})on COLUMNS,
({[Customers].[Customers].&[1012],,[Customers].[Customers].&[1922]}) on ROWS
FROM [Po System]
WHERE ({[Order Type].[Order Type].&[1],
[Order Type].[Order Type].&[5],
[Order Type].[Order Type].&[6]}))
Again, credits for the person who offered a closer look into the concept of the WHERE clause in MDX, which is conceptually different from an SQL WHERE clause in many ways.
Do pay attention to the fact that members I declare in the outer query, for the sake of number formatting, are unrecognized within the scope of the inner query. That's why the measurables in the inner MDX query are referred by their original name and the formatting is relevant for the outer query.