Grand total is incorrect while using RANKX in DAX

This was an interesting problem. You want the numeric range parameter to show sales of the top X states based on calculating sales of top X cities, right? Definitely involved some muddling through, but I think this what you are looking for?

Rank the sales = 
VAR _topXCitySales = 
GENERATE(
    ALLSELECTED( Sales_data[State] ),
    VAR _citySales = CALCULATETABLE( 
        SUMMARIZECOLUMNS( 
            Sales_data[City], 
            "TotalSales", CALCULATE( SUM( Sales_data[Sales] ) ) 
        ), 
        ALLSELECTED( Sales_data[City] ) 
    )
    VAR _topXCitySales = 
    WINDOW( 
        1, ABS, 'Ranks Dynamic'[Ranks Dynamic Value], ABS, 
        _citySales, ORDERBY( [TotalSales], DESC ) 
    )
    RETURN
    _topXCitySales
)
VAR _stateByTopXCitySales = 
CALCULATETABLE( 
    SUMMARIZECOLUMNS( 
        Sales_data[State], 
        "TopStateSales", CALCULATE( SUM( Sales_data[Sales] ), KEEPFILTERS( _topXCitySales ) ) ), 
    ALLSELECTED( Sales_data[State], Sales_data[City] ) 
)
VAR _topXStateByTopXCitySales = 
WINDOW( 
    1, ABS, 'Ranks Dynamic'[Ranks Dynamic Value], ABS, 
    _stateByTopXCitySales, ORDERBY( [TopStateSales], DESC ) 
)
VAR _topXStateVals = SUMMARIZE( _topXStateByTopXCitySales, Sales_data[State] )
VAR _topXTopXSummary = FILTER( _topXCitySales, Sales_data[State] IN _topXStateVals )
RETURN
CALCULATE( 
    SUM( Sales_data[Sales] ), 
    KEEPFILTERS( _topXTopXSummary )
)

Edit: cleaned up DAX and variable names a bit, typo