Allow hierarchies in single and multiple values quick filters.
Having options ordered by categories reduces the cognitive load for users when they choose what to filter.
It also reduces the number of filters needed and thus saves precious dashboard space.
Most of our dashboards include categorized filtering of our products.
Hierarchies would make these filters simpler to understand and use.
My mock-up below is for a single value list. A mock-up for multiple values can be seen here: What is a Hierarchy Filter?