I used calculated field instead of set. As long as your set excludes Vermont. You are not going to get Vermont record in sheet.
So calculated field check if you have set parameter to show Vermont only then Vermont appears in sheet as well as quick filters. If you switch parameters you should not see Vermont in quick filters as well.
This is not exact behavior but somewhat close. You are already aware of other opproach
1. Sheet one with All non Vermont data
2. Sheet two with just Vermont data.
With a parameter selection you should be able to hide the 2nd sheet within a dashboard.using layout containers.