Solution : https://service.sap.com/sap/support/notes/796737 (SAP Service marketplace login required)
Key words : 
query execution filter val    selectn, query execution filter val, thethe 'business explorer' tab, ods object-specific attributes, master data values present, prerequisites proper understanding, f4-modes solution, edit ods  object, context menu call, d-mode reason
Related Notes : 
       
| 988523 | F4-Filter Q mode special behaviours: drilldown + conditions | 
| 817335 | Performance in F4 Help | 
| 804113 | |
| 626887 | F4 variables and InfoObject settings | 
| 581079 | Performance for the F4 help of navigation attributes | 
| 375470 | F4 help shows different values in Web and Excel |