I also had the same question. I want to be able to separate the filter for slicer and page filter. I guess this feature will be added in the future. For now, selecting Data option either adds the slicer and page/drillthrough filter to the bookmark and not just either. Until this feature is already available. I avoid using bookmarks in a page where there are both page and slicer filters.
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When you convert the toggle button from Left to Right, you can note that page level filter is used in both scenarios. The difference is that no selection in the slicer when you turn toggle button to Left.
Community Support Team _ Lydia Zhang If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.