I have run into an issue when trying to swap data sets when drilling into data. It appears that when this is done, the PDP policies get held up somewhere and no data comes through on the drill through. Any admin can follow the drill path and see the data, but those with PDP policies get stuck when they try to drill into it.
As an interesting side note, if I have the user open a separate card with the second data set first, they are then able to follow the entire path on the original card.