I am not quite sure yet but after setting relationship between [Sales] and [Employee] as Many-to-Many simply this one works properly:

select

[Measures].[Sales] on columns

, non empty(

[Product].[ProductID].members

) on rows

from [Sales]

where

filter(

[Employee].[EmployeeId].members

, [Employee].[EmployeeId].currentmember.membervalue...