SQL Server openquery() with stored proc not returning data

Question

I have a stored proc that returns some data (just 1 row of dates). When I just call this proc with exec I get the returned data and all is good.

I want to make this accessible via a view so I use openquery() to do that. However when I do that I get the error message:

Cannot process the object "exec GetDates". The OLE DB provider "SQLNCLI11" for linked server "LOCAL" indicates that either the object has no columns or the current user does not have permissions on that object.

I've noticed it's the insert statement on the temp table. If I comment that out then I don't get this error. So I assume it's the permission side of that error message. It's a temp table, how can I not have permission to insert into that when I can insert into any real table in the database?

ALTER PROCEDURE [dbo].[GetDates]
AS
    DECLARE @capacityTable TABLE (dt datetime)
    DECLARE @dt datetime
    DECLARE curDates CURSOR FOR SELECT dt from calendar;

    -- loop over all dates we care about
    OPEN curDates;
    FETCH NEXT FROM curDates INTO @dt;
    WHILE @@FETCH_STATUS = 0
    BEGIN
        INSERT INTO @capacityTable (dt)
        VALUES(@dt)

        FETCH NEXT FROM curDates INTO @dt;
    END;
    CLOSE curDates;
    DEALLOCATE curDates;

    -- return the temp table results
    SELECT dt from @capacityTable;
RETURN

alter view GetDates_vw
as
select * from openquery(LOCAL, 'exec GetDates')

Answer 1

It looks like before the EXEC in the openquery() function if you place SET NOCOUNT ON; it works. Not sure why but it does.