Put Pivot Data into an Excel Dropdown List

I have a pivot table that is created from an online/existing new connection, thus I do not have access to the actual excel data that the pivot tables are created from.

And when I create a pivot table, I get a lot of 'duplicate' data due to the various "regions" being used in data. For Example, say I have a data of the 50 US states. When the pivot is created, I have an All States, NorthEast, SouthEast, MidWest, and West. And also regions for Cold States, Warm States, Hot States, and others.. So states are often duplicated in various regions.

And the pivot table is showing collapsed information of those regions, and I want to create a dropdown list of just of the NorthEast, or maybe a dropdown list of All states.

The easy solution to copy and paste the values into new sheet, create a named range, and create the drop down list.

But can you create the dropdown list directly from the Pivot Table information so that it is more dynamic?