Hi Vincent,
I have not had a chance to check this myself but if you're finding cascading filters works for Universes in DS 1.6 SP01 then I think that's great news! Perhaps you could write a blog to share your experience with it? 
According to the latest Design Studio Roadmap, "Support of cascading filters for UNX and CSV data sources" is listed as a Planned Innovation, so I was expecting it to be included in DS 1.6 SP02 but perhaps they have managed to sneak it in earlier.
Thanks,
Mustafa.