Unfortunately the KeyValue object doesn't support object filter interaction. Given you typically just have a measure assigned here - I'm not sure what you would want to filter on anyway.
If you have a category - you could try using a Pie/Donut Chart instead. If you filter for a single category and change some styling - the rendering is pretty similar and it would allow you to select a pie slice (or entire ring if single category) in order to trigger a filter interaction.
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