Hi Rense,
Are these BEx variables or are you adding them as objects in the WebI Query Filter? I'm assuming BEx variables since you are setting options in the Set Variables section.
Is it possible you're running into the issue describe in KBA 1982248?
http://service.sap.com/sap/support/notes/1982248
Are you able to disable the merge prompts option?
I hope that helps,
Carly