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I had this exact same need back, and I got the workaround answer somewhere in this forum (I don't remember where). What I did was made three copies of my excel files:
Each has the same set of sheets and data. When you want filters to effect multiple sheets, take them from the same file and link fields. Use a different file for the view you don't want to change. Worked out pretty good.
Thanks Shawn! That seems like it will work. Kind of frustrating that you can't accomplish the same thing with a Tableau function, but oh well.