I think this falls under a "high priority". The fact people are using formulas and dragging the second data source dimension pills over to EACH sheet to set primary groups or copy over aliases is a bit redundant and extreme in some cases.
Fix: Under Data -> Edit Relationships -> There needs to checkbox when you are under "custom" and setting the secondary/primary sources up so they are attached. The checkbox is simple "Use all primary Null changes on secondary source if applicable". Pretty self explanatory and makes way more sense. One of the issues I have with some of the training videos etc is that they are so simplified. Backtracking all null values on 60 sheets on two sources is EXTREMELY time consuming and unnecessary IMO.
Data source 1 Sheets: Sheet 1 Cat, Sheet 2 Dog, Sheet 3 Horse
Data source 2 Sheets: Sheet 1 Cat, Sheet 2 Dog, Sheet 3 Horse, Sheet 4 Rabbit (All same data fields or very similar)
Step 2: I change all aliases from Null to "#N/A"
Error filtering: Filtering an #N/A will not work since data source 2 is Null not "N/A" (sure parameters and formulas "can" work, but that is over the top for such a basic commonality between fields)
How the Fix works: In this case .... the secondary data source sheets 1,2 and 3 would all be auto swapped to "#N/A" when you change them on the primary in real-time. Sheet 4 however WOULD NOT change to "N/A" since there is nothing to tie it to. Very simple, but highly important. In general revolving real-time aliases for applicable fields would go a long long long way.