items on the rows and/or columns axis in the query editor should give access to a simple filter that allows include/exclude of values. Typically these would be used for multiple values making it impactical to display them
there is nothing in principle against having filters on the cells axis but we have to think about what it means. Does it mean the corresponding column values are filtered before doing a pivot query? Or should they apply to the aggregate results. Also, for typical, classic metrics it is unlikey simple inclusion / exclusion is enough. It typically doesn't make sense to consider metrics on individual value level, it would be more about value ranges and/or buckets of values.
There is a need for a 'slicer' filter functionality. By that we mean a set of restrictions that are not visible or rendered in the pivot table, but which are visible in the query axis. For these types of filters it would make sense to see the selected values in the slicer query item and it should also be possible to see multiple values. In practice the slice would just be another axis in the query editor, but a special one (just like the cells is a special one); one of the features of the slicer axis could be that the items could be expandable / collapsible, so as to reveal or hide its selected values.
sometimes, for some datasources, it may make sense to apply transformations are early as possible. So it could make sense to have filter support at the Attribute UI level
I believe there are several aspects to this