Is there a setting for PerformancePoint multi-select filters that will give the user a visual queue that child members are currently selected?
For example, in the image below, “2012-Week02” is the selected child-member. When “2012”, the parent-member, is collaps, I would like to see a visual queue (grey checkbox, bold text, etc) to let me know that there’s a child in this path that is currently selected.

Like Excel…

No, but this is being corrected in PerformancePoint Services 2013. See here