There isn't a configurable reason in the product. It wasn't included due to the scope of development required (at the time Views were being created), at least that's what I was told. I had been pushing for this when I initially found out as well, however in the field I am not finding many customers needing it to be a filterable element so I think it has been moved to a much lower priorty as this is probably the finding of our product team as well.
I'm really sorry about that. It's one of those little things that should have been a no-brainer but perhaps there were more development challenges than I understood. The only option really is to reduce to a single select if you need filtering - which probably defeats the need for the multi-select.
Let our team know how you feel about it - http://www.daptiv.com/support/product_feedback.asp
Steve.