You can relate things as long as they should be related.
For example, if you sell cars and motorcycles, you wouldn’t report on Number of Doors against motorcycle sales.
Similarly you could have monthly budget data from one universe and sales data from another and as long as there is an equality of objects to merge you will be fine.
Which variable are you having problems with? If there is only one dimension on one side that is a problem and it has a one-to-one relationship, you could create a Detail variable as, for example,
=[Dimension Name]
Then use this detail instead of the dimension.
If it gives a #MULTIVALUE error then it isn’t a one-to-one relationship.