Lost Customers - Issues with DAX Calculation

Good point - you have to remove some filter from the CustomerLostDate column expression.

Try this one replacing the ADDCOLUMNS in original formula:

ADDCOLUMNS (
    CALCULATETABLE ( VALUES ( Customer[CustomerCode] ), Sales ),
    "CustomerLostDate", CALCULATE (
        MAX ( Sales[Invoice Date] ),
        ALLEXCEPT ( Customer, Customer[CustomerCode] )
    )
        + [Lost Days Limit]
)