filter list is showing duplicate values and not a distinct list

I have PowerBI test project I am working on

Specifics

  1) connected to MOLAP cube in SQL server

  2) Dimension is a Zip Code lookup with Zip, City, State..et.

Problem is when I try to add State as a Filter the filter adds a state value for every zip code. It's not applying a distinct to the 

values. So I see NY like ten times in the list for the filter. This even happens if I try to add it as a slicer.

Am I missing something? This works in Excel just fine