To identify products with no sales in MDX we can use the isBlank function and a filter.
Here is a short sample
SELECT [Measures].[Internet Sales Amount] ON 0, FILTER( [Product].[Product].[Product], ISEMPTY([Measures].[Internet Sales Amount]) ) ON 1 FROM [Adventure Works]
And if you want to have products with sales you can use the NON EMPTY function.
SELECT [Measures].[Internet Sales Amount] ON 0, NON EMPTY [Product].[Product].[Product] ON 1 FROM [Adventure Works]