I have recognized wrong filter behavior for matrix visual when filtering via filter pane in Power BI Service, while in Power BI Desktop it works fine without any error.
1. Power BI Desktop:
I select a month from dimension table, where there is no referrring data in fact table. Result: Matrix visual shows no value (as expected).
2. Power BI Service:
I filter the same month as I did in Power BI Desktop where I should have no value but the matrix visual keeps values of the previous filtered state, implying that there is data available for 2020.12 even though the matrix should be empty.