Looks like this issue was reported at least once before and was supposed to be fixed a year ago? https://community.powerbi.com/t5/Issues/Make-Desktop-and-Cloud-Slicers-Consistent/idi-p/179444 The...
Shelley
Post Prodigy
Post ProdigyAnonymous Hi Lydia, Thank you for letting me know. I tested it and it does appear to be fixed now.
Here's a screenshot from the service. Selections are now much easier to see and match the Desktop. Thanks to you and the team for addressing this.