I can think of a few ways to achieve something similar, but none of them are ideal and fully what you want:

Through an ad hoc data source

1. Create an ad hoc data source that generates all the available values.
2. Create a query that uses that ad hoc data to generate a table.
3. Link the filter value of your query to the query rows of that ad hoc query table.

Result: a dashboard with a single column table where you can click on a cell that will be used to filter your state component with.

Through interactive automation scripts (only available in low-code apps)

1. Create an interactive automation script that prompts the user to type in a filter, and output that filter.
2. Add a button to your app that launched that script
3. Link the filter value of your query to the script outputs of the button.

Result: an app that has a button (eg "Filter"), that will launch a popup where filters can be set (you control the filters through IAS). Your state component will be filtered when applying the filters.

As you notice, these are just workarounds, and a more baked in solution would definitely be useful for this use case and would add a lot of value in other use cases aswel.