Best advice, check all possible points of failure.
1. Put your diagnostics up to max, run your analysis, check the physical sql generated, does it contain the extra logic in the where clause?
2. Check the roles and groups associated with the user - are they what you expect?
Also, did you apply the filter against the fact table, dimension table or both?
If just against the dimension table are you using the dimension in question in the analysis, if not then the filter will not be applied.
If this is not helpful can you provide some screenshots of the key elements of your row level security and an analysis that should be using it?