We have 2 dashboards both with pie charts. On the one, we click a pie segment and the entire dashboard immediately updates to that filter:
On the other, when we click on a pie segment, the filter is not immediately applied:
We can see no apparent reason for the different behaviour (nor, for that matter, why anyone would want the latter). The only real difference between the pie charts is that the former (which updates immediately) is a simple, single pie chart whilst the latter is a split chart with 4 pies (mmmm pies....).