I've found that when the "show items with no data" box doesn't work, you need to pair it with a reference table that you manually create in the data model. Create a new table that has a single column that contains all possible week numbers in it (your Week Number Reference table). Then connect the Week Number Reference table back to your original data on the Model tab (making sure that you select "Single" as the cross-filter direction when setting up the relationship between Week Number and Week Number Reference columns).
Now replace the week number in your matrix with week number reference from your reference table. You still want to make sure that "Show items with no data" is selected for week number reference. Now all of the week numbers should remain visible even as you use your filters.