This type of action does not filter Target sheets. Instead, highlight actions causes marks that are defined, at least in part, by the selected dimensional value(s) to be highlighted in the Target sheets. The options for highlight actions are very similar to filter actions, with the same options for source and Target sheets and what event triggers the action.
Consider a dashboard with three views and a highlight action based on the Region field. When the action is triggered for the East region, all marks defined by East are highlighted. The dimension(s) that are used for highlight must be present in all views where you want the highlighting to be applied. Both the map and scatter plot have Region on the Detail of the Marks card: