Hi, I logged a case with support on this and this is not possible at the moment. I have asked for this feature to be development as it would be very useful with my map layout having data link objects on the parent map and on nested maps. If you think this is a useful feature please ask Support to forward to development also.
You can also create an idea for this in the Network Performance Monitor Feature Requests space which will allow others to vote on your feature request. Please link back to this post if you choose to create an idea for this.