Hi Dave W and welcome to our forum!
Why doesn't filtering work on secondary data sources? It should. If I understand you correctly, you have dropdowns displaying the data from SQL that you want to use to filter the main data source data but you don't want to submit that dropdown data. That should be totally doable using rules and filters. Of course, InfoPath dialog hell makes it difficult, but bottom line is that it should be doable.
Patrick Halstead
Project Manager at Qdabra