Hi @lucmax,
The context menu is governed by the main window and the visual only has the option to display it (with the option of passing a selection ID in order to trigger enable data point functionality for end users). There is currently no support for obtaining information or events (e.g. through callbacks) from this menu.
As you've probably observed, including/excluding data points will cause Power BI to employ a visual-level filter for those conditions. As this shown in the filter pane and is external to the visual's dataset there is no current way of telling that these filters are in-place from within a visual; an exception being if your visual is designed to work as a slicer (but then only knows about the filters it has explicitly set rather than those imposed by the main window or other slicers).
If you want to be able to determine this, then it would need to be a feature request. It could be worth framing this is to obtain details of any visual level filters that are applied to the visual as this might cover additional cases other than the context menu events. This might be seen as giving the visual more data than it should technically know about, but that's a call for MS. I would personally love to see some kind of feature parity with Power BI Embedded here, as it can create all kinds of potentially useful additions for visuals.
Regards,
Daniel
