The only problem is that when your end-users hit the clear button, the other available values will disappear and the first value will be the only value to be shown. So how do you want to handle that part? I mean you won't be giving your end-users to select the other values after clearing the dashboard.
If you use 'Set clear state' with first value selected. Users can do further selections and do their analysis. When they press the clear button, they will see the initial state with first value selected.
It won't work when clear all is pressed but with clear button it gives the feature which you are expecting.