Matrix with measure values not filtering

this is a tricky one

from the docs

Remarks

If the data has been filtered, the CALCULATE function changes the context in which the data is filtered, and evaluates the expression in the new context that you specify. For each column used in a filter argument, any existing filters on that column are removed, and the filter used in the filter argument is applied instead.

so you either have to refilter inside calculate or use something like KEEPFILTERS

again from the docs

The KEEPFILTERS function allows you to modify this behavior. When you use KEEPFILTERS, any existing filters in the current context are compared with the columns in the filter arguments, and the intersection of those arguments is used as the context for evaluating the expression. The net effect over any one column is that both sets of arguments apply: both the filter arguments used in CALCULATE and the filters in the arguments of the KEEPFILTER function. In other words, whereas CALCULATE filters replace the current context, KEEPFILTERS adds filters to the current context.