I have a date hierarchy in my data source (tabular cube) and a bar graph showing a bar for each of two years (limited to 2015 and 2016 using a filter). When I 'drill all to next level' I can drill down to quarters, months, and dates just fine. If I try to drill back up then, I can drill up to months and quarters fine, but when it gets to the year level, it now includes 2013, 2014, 2015, and 2016 (ignoring my visual level filter). I created the report in Power BI Desktop Version: 2.33.4337.501 64-bit (March, 2016) and published it to the service, which is where I am drilling down and up. Thanks for any help you can provide!
I encountered the same issue this week. Drill Up does not retain the Visual Level filter. I ended up adding a slicer visualization to my report and edited the interactions to only the specific drill down chart that was having the issue. It was easy enough for me, because I was trying to ommit "BLANK" Axis values. I then shunk the slicer down and hid it, so users wouldn't notice. Not pretty, but it was the only option I had.