Conditional formatting does not work when drill down on matrix

I'm using the last version matrix using a conditional formatting in a column. It works well, but when I start to drill-down the conditional formatting is not working.

I'm calculating the colum with 1 or 0((Blank)): 

% PUR = if ([% Var vs LM(ABS)] > [selectedValue], 1, BLANK())

SelectedValue represents the % that I want to compare to. 

Then the conditional formatting like:

The problem is when I start to drill, the header group are not formatted and I can see the result 1 or 0 (Blank)

Any suggestions?

Regards

JCarlos