The Solution is to go to "Script View" in the toolbar and this is what I saw there:
CREATE MEMBER CURRENTCUBE.[Measures].[Calculated Member]
VISIBLE = 1 ;
With a red squiggly line under the "AS ,", as it did need a name.
Deleting those messy rows helped, as well as re creating the Calculated Members that I've needed.
Apparently, I was trying to create a new "calculated member" more than once and one of them wasn't edited. As I had quite a few (more than 10) I didn't even notice.
So while using the SSAS MDX features knowing actually how to write MDX is a useful feature even for beginners such as myself.