The issue is the date range of the filter slider is not updating to reflect new dates that are being added to the database. The maximum end of the slider still reflects that maximum date that was available when the report was published to the Azure collection. A couple of weeks of newer data has been added since then. I can see the newer data on other pages of the report which do not have date sliders on them.
The maximum ActivityDate available right now is 23/04/2017 rather than 12/04/2017.
The only way I have found to force the date range to update is to open the source PBIX file, press the refresh button, save the file, and overwrite the existing file in the Azure collection with this new one.