When you click you're doing a selection, if you click something that is selected this will cause QV to remove the selection.
To do a drill up you have to click the Up Arrow on the chart references.
BTW you might want to read this unrelated article about pie charts by Stephen Few.
That's cool. Daniel mentioned and recommended Stephen Few. I'll second that recommendation.
The only other comment I wanted to add is that if in a 4 dimension drill-down you select a value at the top (1st) level and that value at the 2nd and 3rd level are 100% of the pie, the drill-down will skip those levels and show you the 4th level. Then you click on the up arrow as Daniel says.
Thanks everyone, i figured out, thanks to Daniel's comments that the selection in the Pie chart that was not "drilling up", it was becase the selection is being made in 2 dimensions at the time, and the one that worked, it is just selecting 1, so this means that i can remove with one click only one filter, not 2.
Thanks a lot for your help, and by the way, great reference to Stephen Few's article.