Hi @Anonymous,
Could you please share a bit more about your scenario?
Could you please show more details about the MGR_Button that you mentioned?
Further, do you want to display all goals based on the selector in default when no checkbox is selected?
I have made a test on my side, please take a try with the following workaround:

Set the Items property of the Data Table control to following:
If(
CountRows(Filter(Gallery1.AllItems, Checkbox1.Value=true)) = 0, /* Check if there is Checkbox selected within the Gallery */
RecordsCollection, /* <-- If there is no Checkbox selected within your Gallery, display all records */
Filter(RecordsCollection, Team in ForAll(Filter(Gallery1.AllItems, Checkbox1.Value=true), Team)) /* <- If there is Checkbox selected already, filter records based on selected Checkboxes */
)
On your side, you should type following:
If(
CountRows(Filter(Gallery1.AllItems, Checkbox1.Value = true)) = 0, /* Check if there is Checkbox selected within the Gallery */
Filter('Goals', Team in ForAll(Gallery1.AllItems, TeamColumn), Title = MonthFilter.Selected.Value), /* <-- If there is no Checkbox selected within your Gallery, display all goals records */
Filter('Goals', Team in ForAll(Filter(Gallery1.AllItems, Checkbox1.Value = true), TeamColumn), Title = MonthFilter.Selected.Value) /* <- If there is Checkbox selected already, filter records based on selected Checkboxes */
)
Note: The Team represents the column in your 'Goals' SP list. The TeamColumn represents the column in your SQL Table, which used to store the Team value, e.g. TEAM 09, TEAM 13, ... etc. The Checkbox1 represents the CheckBox control in your Gallery.
Please check the attached GIF screenshot for more details:
More details about the ForAll function and Filter function in PowerApps, please check the following article:
ForAll function
Filter function
Best regards,