The Data Filter of one Graph always controls the graph itself - no additional graphs.
If you want to use a data filter which acts on all graphs, just start with this template:
Then you can place a graph into the source area:... and use it to control all other graphs in the Dashboard.
Alternatively, you can add a Data Filter from the menu on the left to your Dashboard:
Then in addition to the Data Filter, JMP will also add a Data Filter Context Box (please notice the additional border that is added, highlighted blue in the below screenshot) . It indicates that the Data Filter controls all graphs within this border.
If you want to add some more graphs which should not be controlled by the data filter, please make sure that they are placed somewhere outside of this Data Filter Context Box.