Well…. Almost back… It has not yet made it back in Power BI Desktop but as of two days ago, charts in Power BI service support the ability to drilldown. In order to make charts drillable, all you need to do is to drag additional attributes into the Axis section of a chart as demonstrated in the picture below
After the attribute has been added to the Axis (in our case we will be drilling down from Category into the Segment), we will notice a couple of additional elements on our charts
Box 1 indicates the drilldown path (in our case Category -> Segment), Box 2 highlights the new Drilldown toggle (when it’s ON, clicking on a chart element will drill down, when it’s OFF, clicking on a chart element will act as a filter) and Box 3 is a new icon that allows to drilldown without clicking on individual element of a chart. As you drilldown, you may see two icons on the left, one to allow you to drill back up and another to continue drilling if your drilldown is more than two levels deep.
As I mentioned above, this feature is currently only available in the Power BI service, however we can expect this to become available in Power BI desktop in the September release (the normal cadence for Power BI Desktop releases is every 3rd week of the month)