There are a couple of things which will prevent the common usage of the parameter across the two sources:
1. The prompt macro in the Cube query is defined as a MUN type. The macro in the RDBMS query defines the parameter as a string. The parameter should be defined in the same way wherever it is used.
2. The tree prompt will always use MUNs as the value for the parameter. The string value which gets passed to the RDBMS query will actually be the MUN and not the caption that you are hoping for.
Attached is a report showing one way to use a common parameter between different sources using an intermediate list query to extract the caption for use in the relational query.