@Carl Love 

I saw the help text for double integrals. Though not stated, I tried substituting dy for dx. The result was dx * d * y.

I found the reason. It doesn't like an integrand of the form f(x,y) * g(x,y). Adding the intermediate step w(x,y) = f(x,y) * g(x,y) and integrating w(x,y) allows the dy substitution.

Thanks

MarkV