Depends on how your pivot table is built.
If it's based on data model and filter is from dimension table. By default, it will show all values available in dimension table, and not just the ones available in fact table.
Also, if it's in filter field, it does not change based on any other slicer/filter applied. It will show all values available in source table.
If you need further help, I'd recommend uploading desensitized mock-up workbook that demonstrates your issue.
Thank you.1. From Excel Table/Range, From External Connection, From Table but with Data Relationship and loaded to model, Data loaded from PowerQuery to Data Model etc.
2. Have a read of...
However, your issue, from the sound of it, isn't Data model related. As you are not familiar with it. More likely cause is what @GraH - Guido indicated.
Or due to date hierarchy being used.