Anonymous for both matrices and graphs we are able to start at any level in the heirachy and either drill down to see the next level of the heirarchy filtered based on what was drilled down on. Taking the example in the link you sent when you drill down on a Category you will see only the Sub categories for the specific category that was drilled down on.
You can also "Show next level" to see all Sub categories unfiltered. If you have more than two layers in the heirarchy you can start by either drilling or going to next level and on the next level again use either of the options.
The problem here is that clicking to drill down goes to the next level in heirarchy without applying the filter as described above. This happens only in Service and not in the Desktop app. This is also something that has not been happening. You can and used to be able to use the drill down and go to next level options interchangeably.