Page Filter when Column is False or Null (from a related table)

There is a small but very important difference between DAX and SQL:

NULL is not equal to anything else, even NULL = NULL is not true in SQL.

BLANK() is equal to 0, "" and FALSE(); yes, that is not what one would expect, welcome to DAX!

The way filters work in Power BI makes them useless for Boolean columns with blanks.

Although they are shown separately, you cannot select them separately:

(Blank) will also select False, and False will also select (Blank), always!

And there is no advanced filter available on these columns to include or exclude blanks.

To avoid this confusion for our report builders, today we decided to convert all bit columns from SQL (that will become Boolean columns in Power BI) to varchar columns returning 'Yes' or 'No'. That is quite an operation but faced with the problems when using Booleans in filters we did not have any other choice.

I hope this explains the problems you are facing: one cannot filter rows containing either True or (Blank) in Power BI, and finding out why this does not work is not easy. There are articles from SQLBI about issues surrounding BLANK() in DAX formulas, but they do not mention this filter issue in Power BI.