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The only thing your calculation does is to return the selected parameter. So it`s normal that only the parameter selected shows in the filter.
What you want as a filter is a boolean calculation that answer the question; is the Date on the axis within the range of the selected parameter. Next bring that calculation on the Filters shelf and filter at True.
See the attach
Many thanks Michel. This had stumped me for the better part of the week.
That's how I do it too, using a calculated field with an IF statement checking the date is between the minimum and maximum dates I get from 2 date parameters. Then I put the new calculated field on the filter shelf and select the criteria of filtering the value 'TRUE'.
It would be good though if Tableau would support range-date filters to get minimum and maximum values directly from parameters instead of having to do a calculated-field in-between.