The following blog announcement states that you will no longer need to save a report to have a power point export reflect your filter changes. https://powerbi.microsoft.com/en-us/blog/export-to-powerpoint-is-now-generally-available-and-looking... However it still does not work. When will the be fixed? We end up with tons of reports in the list because people are required to save them just to export it with their filter settings.
@stevemenke,Please check Christopher's comments in the above blog. The ability to export with the filtered values respected is in progress now. And please keep an eye on the Export reports from Power BI to PowerPoint article, it still states that if you've applied filters and slicers and want this preserved in the export, save the report and then do the export.Regards,Lydia