If I add a measure filter that can be NULL then the HAVING clause that contains it is not wrapper in COALESCE(<measure>, 0) > 5 and NULL > 5 will return false of course.
Technically, it should be up to me to make it numerical though in this case I would prefer to leave NULL (it has a different meaning than 0).
Not necessarily a bug but I wonder what patterns people use in this case. As a workaround I will use table calculation with sum(pivot_row())