Multi-filters are really useful. But right now their behavior is not intuitive. I expect the filter to show me all the data by default. Only filtering out values when I intentionally select a values in the dropdown. Right now, Redash does this opposite: it shows no data until a filter value is selected.
I propose that a multi-filter should do nothing until the user chooses which values to filter. Or alternatively, allow the user to set and save a default value for a multi-filter in the query editor.