We've had the same problem (in the UK). when we export to pdf any slicer settings set by the user fail to persist and just exports the defaulted saved settings.
MS support team suggested trying it in Private mode, clearing the cache and browser history and restarting.
But the issue is intermittent. Monday 25/09/2023 it didn't work on Edge but did work on Chrome. Then it started working on Chrome after I tried opening in New InPrivate window. But then the next day 26/09/2023 it stopped persisting filters on export in both Chrome and Edge.
I've had to resort to unchecking 'Don't allow end user to use filters..' Not ideal at all, the users have to remember to clear filters at the start before setting their own and exporting.
It does not look good for Power BI and users lose confidence in the product 😞