RLS DAX - HELP

Hi Team,

I'm trying to apply RLS using USERPRINICPALNAME() in Customers table.

User Security table looks like below....

Above security table is related with CUstomers table based on CITY column.

However, some user don't have city, I need to show all city of USA, eg: ALEX and Global means all Country.

How to setup this RLS using USERPRINCIPALNAME ?

Tried below DAX code and use this to get ouput of selected country for login_user's 

You can see measure shows correct data as "Germany."UK"

But when I use this measure inside Customers table filter for Country, It not applying RLS ?