Using Power BI Desktop and the Power BI Pro trial version I followed these steps:
1. Create a Role as follows in Desktop to restrict access to data for the following US states in our dataset:
[State] IN ("DC","MD","MO","VA")
2. Used View as Role to confirm that this behaves as expected (only these four states appear).
3. Published to Service.
4. Used Test as role in Dataset Security but report is then blank, i.e., displays no data.
5. Changed syntax in Desktop to the following:
(
[State] = "DC"
|| [State] = "MO"
|| [State] = "MD"
|| [State] = "VA"
)
6. Tested in Desktop and works as expected.
7. Published to Service and the filter now works (data for four states is displayed).
IN seems much more practical than OR and I've seen on postings that 'IN' was recently implemented in DAX for PBI, but maybe there's still a bug?
Thank you!