Can you please share pbix file for test?
BTW, 'go to next level' is different from drill down, it will switch to next hierarchy level and summary all similar category without filter on parent category.
I have the same issue ( unfortunately ) I cannot share pbix file.
Drill down has the same behaviour as expand to next level only for the selected bar. Meaning that keeps the parent hierarchy label.
This is a report build on previous versions and working with latest one.
Version: 2.62.5222.761 64-bit (September 2018)
Unfortunately I do not have a pbix file I can share because it contains protected information. I understand the difference between drill down and go to next level, but Konstantinos is right in that the drill down feature can have similar behavior to expand because sometimes it keeps the parent category title.