The filter is applied after the data is imported.
Instead add a WHERE clause to the SQL statement.
Reference:
https://docs.microsoft.com/en-us/power-bi/connect-data/service-gateway-sql-tutorial

Explanation:

Box 1: One-to-many
Box 2: Both
For One-to-many relationships, the cross filter direction is always from the "one" side, and optionally from the
"many" side (bi-directional).
Note:

Reference:
https://docs.microsoft.com/en-us/power-bi/transform-model/desktop-relationships-understand

Explanation:
Graphical user interface Description automatically generated with low confidence

Box 1: Top N
Scenario: The Top Customers report will show the top 20 customers based on the highest sales amounts in a selected order month or quarter, product category, and sales region.
Once you drag to SKU to Visual level filter you should get Top N option Note: The two most common filter types: automatic and manual.
Then there are more advanced filters.
Box 2: Visual
Once you drag to SKU to Visual level filter you should get Top N option.
Reference:
https://powerbidocs.com/2020/01/21/power-bi-top-n-filters/

Explanation:

https://docs.microsoft.com/en-us/power-bi/connect-data/service-gateway-personal-mode