Last tested: Sep 15, 2019
It is most likely because the measure may have
filter defined, i.e it is a
filtered measure. When you have a filtered measure AND you also have filters on the front end for the same measure, when we drill on this measure, it takes only the filtered measure and does not combine both the filters.
Another reason could be because the filter is on a measure, which results in a HAVING clause. That HAVING clause only makes sense for the original query, so the drill query won't include the measure filter.