There must be an option of using a hierarchy of dimensions to drill down through. This would mean that as the user drills down the legend must change dynamically. This would mean that a user should be able to:
drill along the x-axis, for example time: Year > Month; AND
at the same time drill through the Legend. For example: Region > Country > Line of Business > Product.
The same functionlity is available in QlikSense and there is no reason why Power BI should not offer the same.