The filter drops off because Channel, Tactic, Device, Match and Profile worksheets are all used as filters in addition to the Dashboard Action filters. So, clicking on any of the worksheets will filter the entire dashboard irrespective of what the dashboard actions are doing.
You can start by unchecking "Use as Filter" in worksheets where it is not required. Then use dashboard action filters to drive the desired changes.
If you can explain what you want to achieve including the expected results, then I can help check this out for you.
Thank you for your response Ossai. But my requirement is to use the sheets as filters in the dashboard, which is why I have the 'use as filter' ON.
My issue is, when multiple filters are selected, only the final selection is considered and the previous filters' drop off (although they remain selected)