You've got a problem... It is not possible to do as your requirement. In both pivot table and straight table, when you click on a expression cell, it will apply the filters only to the Dimensions, just as you saw.
One workaround is, if you use a straight table, you can set an expression to be searchable (Chart Properties > Presentation > Columns > Select your expression column > Check the 'Searchable' option). Though this is different to your requirement...