Hi @Anonymous ,
Based on my test in the latest version 2.79.5768.1082 of Power BI Desktop, the "Filters on this page" works well after publishing to Power BI Service. You may try to upgrade the Power BI Desktop.
In addition, the Report-level filter (Filters on all pages) applies to all pages in the report, which has a stranger filter effect than the Page-level filter (Filters on this page). So please check if there is a Report-level filter to override the effect of Page-level filter.
Community Support Team _ Amy
If this post helps, then please consider Accept it as the solution to help the other members find it more quickly.