@mnayar I keep forgetting about ALLEXCEPT so thanks but can you please look at the workbook link I attached and explain why it is not working correctly for me? I was able to get it work in the end using the hack I described but woudl be easier to just use ALLEXCEPT except I can't seeme to get it work as I expected.
Got it! It was the filter for the Sales not being blank. Seems like that should not be necessary I will have to noodle on that for a while. Since I had a measure already I ended up using this approch rather than using the visual filters (I always forget about them later and waste time figuring out why its not working.
Revenue for All Categories = IF([Revenue],CALCULATE([Revenue],ALLEXCEPT(FACT_SALES,FACT_SALES[CustomerId])))
Though I think if I was doing this on my own report I'd use my ALTERNATE as this does not require editing interactions either.
Revenue for All Categories ALT = VAR Selected_Customers = VALUES(FACT_SALES[CustomerId]) RETURN CALCULATE([Revenue],ALL(DIM_CATEGORY[CategoryName]), FACT_SALES[CustomerId] in Selected_Customers)