I had to try Jim's suggestion, because I wasn't sure that the Local Data Filter would still work if you turned off Auto Recalc. I'm not sure that the behavior is actually correct, but it does work!
I will go ahead and offer the alternative that I was going to suggest. The overlay role in Graph Builder is a good long-term solution, as Overlay Plot is legacy and on the path for replacement. In Graph Builder, the Lock Scales option offers explicit control of the axis and color scales to determine whether they change with data filter (or table row-states) updates. Depending on your filter groups and how much they differ, both approaches can be useful for different data.