For others who may encounter this perplexing situation (which is unique because the drop down is NOT based on a query and neither does the main report query contain a WHERE clause),

the solution is quite simple.

Because you are selecting an array of values (in my case Divisions) from the drop down, SSRS assigns the system.Object type to the list of values.

Now EVEN THOUGH you are not using a WHERE filter in the main report query, and there is really no place to put 'IN'....you must still apply the concept of IN to the dataset filters. For me this is not as intuitive as using slicers in Excel.

This link http://www.mssqltips.com/sqlservertip/2866/sql-server-reporting-services-using-multivalue-parameters/ and in particular the section Using Filters with Multiple Value Parameters shows how to select IN in the Tablix properties dataset filters. '

You must right click on the dataset to get to the Tablix properties. So, just by changing from '=' to 'IN' I was able to make the Select All work.