A drill through in Power BI allows the reader to see secondary data related to the original page with the context of a specific data point applied, for example, drilling through on sales data can display the demographic information of the relevant customers for those sales.
One limitation of the drill through functionality is that it only allows users to drill through on a single data point. If more than one is selected, the drill through function will be disabled. Using the above example, this means that a reader can drill through to the demographic of the sales of one product at a time, but not a combination of two or three.
You can see this when using a drill through button, the button only works when one data point is selected.
If you select multiple points the button is greyed out and if you hover over the it, you get the following tool tip appear:
“To drill through to [page name], select a single data point from [page name]“
Curiously, since native drill throughs on card visualisations were introduced back in September 2020, Power BI considers a card to be a single data point, regardless of the number of filters applied to it.
If you drill through on the card with multiple data points selected, the drill through page will have all of the relevant filters applied.
Currently there is no method of getting the button to function with multiple data points selected, even though the above behaviour suggests there is scope to do so. At the time of writing, Microsoft have confirmed that this behaviour is intended functionality for the drill through button.
So to conclude, if you need to allow drill throughs for a multi-select scenario, currently your only option at the moment is to replace Buttons for Cards and perhaps include a tip for the reader to know its there, hopefully this may change in the future.