Keep filters when analyzing in Excel

Keep the report level filters applied when exploring data using Analyze in Excel. That way a master dataset could be filtered to hide sensitive data when using Excel.

Currently my problem is that I have a dataset (National Sales) that contains sales data for the entire company and several reports connected to this dataset using the Power BI Service data connector.

I then apply a Report Level Filter to show only the data for the western region and publish this report (West Sales) to the Power BI Service.

I have an Excel file that connects to one of this filtered report (West Sales) using the Power BI Publisher interface but the resulting Pivot Table exposes the data for all regions, and not just the one I filtered in the Power BI report (West Sales).

It would be great to be able to make filters on the Power BI report apply to the Excel file.