In the RadPivotGrid:
Open the Label Filter dialog on a dimension, don't set anything and press OK, then all items are present and nothing is filtered out as expected.
Open the Label filter again and manually specify that the value must equal "xyz" and click OK then it will exclude every item that doesn't match this. Again, this behaviour is what you'd expect.
If you then open the dialog, and delete the "xyz" from the textbox so that the dialog appears exactly as it did originally, and click OK then you won't see any items in your pivot grid. This is because it is now filtering out anything that doesn't have an empty string as the label. This is not what I'd expect.
To remedy this, you can click on the dimension and see that the Label filter is still ticked in the context menu, and click "Clear filter", but this isn't exactly intuitive. 
I'd like the filter to be cleared when you clear the text in the box. 

Available in the 2017 R1 Release (2017.1.117).

Implement sorting by clicking on headers, like in RadGridView.
Unfortunately for Telerik, Infragistics have this feature:
http://help.infragistics.com/Help/Doc/WPF/2015.1/CLR4.0/html/xamPivotGrid_US_Sorting_Data.html

Available in LIB version 2015.2.914, it will be also available in the 2015 Q3.

If you apply a number format to a Count value in the RadPivotGrid, then it is ignored. The reason given is that count is always an integer, so it shouldn't need formatting. However, I'd like to be able to apply group separators. It's much easier to read 100,000,000 than 100000000. 

Available in LIB version 2016.2.606, it will be also available in the 2016 R2 SP1 release.

Currently it is only possible to either show all or hide all subtotals.

The DistinctValuesLimit property is available in our R1 2018 Release.

It happens when you change the distinct values selection several times. The PivotGrid disappears after the exception is thrown.
I managed to reproduce it in the demo by repeating this action around ten times.