Relationships between datasets

it is because your single direction relationship is preventing you from filtering on the many side.   If you want to filter BU_A  then you need to have a filter in both directions and you need to change your relationship to both instead of single - currently you can only filter from the one side, not the many side.

However that can provide confusing results sometimes depending on what you are doing and if you dont understand how power bi works.  So make sure you understand how the bi directional relationships work.