@EricTanderson - Hello there! My name is Anthony and I am a product engineer on the ArcGIS for Power BI visual. I was looking over this issue and I would like to help out if I can!
This is somewhat of an environment issue that we are currently looking into. This also occurs with other visuals in Power BI.
In short, there are updates being sent between the visuals on the report page. In this case, a request is being made to slice the data. Within a small amount of time, there is an instance where the data is being repopulated and calculated to create the sliced results; data is cleared, selected, and then the results are populated.
Because of this, our visual responds to the "first" action which is to de-select the information. This is why you end up with the selections disappearing.
I have bookmarked this topic as it is in our backlog of fixes. Once we start to look at this, I will let you know if it is possible for us to fix in our visual, or if it is a larger issue within the Power BI ecosystem.
Please let me know if you have any other questions!
