We have a static dependent Lookup Field. We have enabled that field to be included in DWH.
The Static Dependent Lookup has 2 Levels.
For Example (just example),
2 Levels, Level 1 - Country and Level 2 - State
The field has a Key and a Value attribute in DWH. The Value attribute only displays the state (Level 2). We cannot find the Level 1 value anywhere in the DWH.
Release : 15.8.1
Component : CA PPM DATA WAREHOUSE
As designed only actual value of the lookup selected is what is stored in DWH, but keep in mind even in Classic if you look at the table where that attribute is stored only that lookup ID is stored.
As a workaround you could try to come up with the SQL query against PPM schema to build the Levels for that lookup if you need this for some reporting purposes.