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Unfortunately the only solution is to select (All) in City filter. For more information see View Goes Blank After Multiple Dependent-Filter Selections | Tableau Software
The Tableau website has an Ideas section where customers can add, comment, and vote on features they would like to see in the product. Votes are used to help prioritize new features. Our Development team also loves to see everyone's use cases in the comments, which helps them better design features that will meet the most possible needs.
I recommend creating an Idea on this and pinging the Idea link in this thread!