Without seeing how you set your filters this is only a guess, but it sounds like you have created your quick filters by dragging your dimensions onto the filters shelf.
When you create an action filter, it is also added to the filters shelf. So lets look at [State] as an example. If you have a map in tableau based on US States, and you have created a quick filter and an action based on the [State] field, there will actually be 2 different filters in play. These filters won't be synchronized.
To get a quick filter that reacts to your actions you can actually use the filter created by the action as a quick filter. To do this, on your dashboard use the carrot drop down on a visualization your action is applied to. Hover over the filters option, and look at the list available. You should see Action(State) as an option. Use that as your quick filter in stead of the actual [State] dimension. See image below for visual example:
used a combination of Dashboards Actions AND (put focus on Filter and right click) Apply to Worksheets (Selected Worksheets)...