There are a few things going on in the worksheet that might be more complicated than necessary.
The main reason the data changes as you remove the State pill is because of the filter on "Calcualtion1", it is a table calc, and it looks like its intent is to remove States that do not have four quarters. When you remove the Sate pill, this filter is now keeping Regions with four quarters.
If you remove this Calculation1 pill while State is still on the Rows shelf, you will see that there are other states that were not filtered out in your filter on the State pill on the Filter shelf.
There are other routes to achieve what you are looking and you are welcome to email me (found on my profile) if you would like to meet for a screen share and we can walk through your options together.
I have sent an email to you. Thanks for your prompt response