How your going to Year Dimension, thru time dimension screen?
No, directly you can go to your Year dimension and change mode.
Later check it.
One more thing, for Year dimension you may not be maintained master data(attr/text/hier).
in such case it won't be possible.
you can see above two screens.
For TIme you can see Attributes/text/hierarchies are maintained - Green mark.
in case of Year you didn't. Where there is no master data then what will you display as text. in that case Key only appears.