The problem
As with crosstabs in XI3.1, so with cross tables in BO4 (note to SAP: why, oh why do you keep changing the names of things?). It is not possible to create a centered heading as part of a cross table using the format cells/table option.
The solution
The solution is simple, once you know it. Say you had a crosstab of sales, within a product group by region matrix. You may want to add a table heading above your column headings that spans them all. Instructions are below in italics with explanations in plain text around them.
So, you start off by adding a row above the column headings:
Right-click on the headings row and choose Insert -> Insert Row above
Now add ="Sales by Region/Product Group" in the first cell. You'll see that it will add it to every column heading cell but that you cannot merge these cells.
So, what next?
Firstly, turn the formula above into a dimension variable:
Click on the Create Variable icon at the left of the formula bar, give it a suitable name and set its qualification to Dimension.
Now's the key part.
Right-click on the object in the cross table heading and choose Break -> Add Break
And for the final stage:
Right-click on this object again and choose Break -> Manage Breaks. Within the Manage Breaks dialog box, clear the tick on Break Footer and change the Duplicate Values behaviour to Merge
You now have a centered header above your column headings.
Thanks for reading, happy to answer any questions.