You might be right, that the complete end-user experience needs adjustment here.
Sounds like both of you expect complex interaction semantics like SAP BW and BEX support them.
This then needs to be supported by the front end tools that leverage what the SAP HANA platform provides. As you correctly mentioned, the functionality is there:
For a cube like structure the developer can declare which table or view should be used for value help lookups. Showing the complete records or just the filter attribute really needs to be decided by whatever UI is used.
The data preview function certainly should not be mistaken as the reference UI or one that show cases comprehensive user interaction. It's a development and testing tool...
Personally, I am clearly not the front end person, so this discussion would probably make better progress in the respective spaces of the UI/reporting tools.