Paginated Report MultiValue DAX Parameter bound to Power BI Report Filter

[JaromG]

Hi team, 

For some reason, when I am passing multiple values via the filter pane to the paginated report it is just putting everything in a big string. Any idea why it would do that? It appears to be a bug. I am doing a trace from dax studio on the power bi dataset that is being queried by my paginated report so I can see how its building the query. Screenshot of the result below. I also added a screenshot of how the filters are being applied in the filter pane of the power bi report. I also took a third screenshot of the query I have in the paginated report. What I would have expected to be auto-created is a comma-separated list with each word in quotes like such: Treatas({"January", "February", "March"}) but instead as you can see in the screenshot it put everything in a string. 

Query from watching the trace to the power bi dataset when I refresh the embedded paginated report: 

Filters being applied:

Here is where I bind the filter to the parameter: