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With action filters, you generally need to click twice for navigation after the first time, because you're clearing the filter with the first click and enabling it with the second.
If you download Tableau 2018.3, it now has built in dashboard navigation buttons so you don't need to use the old method anymore.
Thank you so much Paul for clarifying this.I was struggling with this for last 2 days..So I believe that's the limitation in earlier versions .
You're welcome! Yes it's a slight limitation in earlier versions, although it was better than nothing since the navigation buttons didn't exist before the latest version
Can you mark my answer as correct to close out this thread? Thanks!