It's probably not an official solution(given the fact that there seems to be none...), but I found a workaround for that issue:
1. Click on your slicer.
2. Convert it to a Table visual(probably works with other visuals as well) by clicking on the "Table" button in the Visualizations pane.
3. Apply your visual-level filter on the table visual.
4. Convert it back to a Slicer visual.
5. The filter is now applied on the visual(Though it doesn't show on the visual-level filter bucket).
It seems to work in both Power BI Desktop and Service.