There's a known issue for PowerPoint Export feature described in this post: In-session interactivity (highlighting and filtering, drill-down, etc.) is not supported yet when exporting. You will see the original visualizations as they were saved in the report.
In our organization, different users are required to filter their data to nitty-gritty detail in many different ways and then make a PPT presentation with it. PowerBI works marvellous for the first part, and it was quite dissapoining to find an "Export to PPT" button that didn't respected their filtering. Solving this limitation would turn a simple click into a hugely time-saving feature.
I hope more and more people are encountering this need and we can get PowerBI Team to fix it.