If you add a basic filter to a report and set it so that SELECT ALL = OFF, the filter still defaults to select all.
If you clear the filter, it goes back to select ALL.
It seems like it should have a "selection required" option and if nothing is selected then the report won't return any data until that is done.
Example: Below is a page just loaded, the filter defaulted to ALL
Then I go and pick one of the options in the filter:
Now the page filters to just show Europe, so far so good there.
Then I go and CLEAR the filter, it should NOT clear to "ALL" because SELECT ALL = OFF.
SELECT ALL = OFF
SINGLE SELECT = ON (which means you can't have more than 1 selection which is fine).
However, there needs to be a SELECTION REQUIRED so that nothing happens until a selection is made.
Then the filter would default NOT to "ALL" but something like "Please select a value" or something similar.
There does not appear to be any way around this, and creating new duplicate measures for every single column of data to display to check to see if a filter is selected and show BLANK is not really viable.