I’m afraid everyone will have to set their filter (just as they have to set the Teams selector within the Teams tab if you use those).
I sympathize; I can appreciate that it’s not easy. To help and formalize, I sometimes make a parent (grouping task) to track this, then in it, one subtask titled “Set Goals filter for 2026” with full description/screenshots within, and a due date of 1/1/26, say.
Then the magic: With that task open in the task details pane, click Assignee then Assign to multiple people." In the dialog, choose your All Staff team (or set of teams that covers everyone). After you submit the dialog, you’ll get individual subtasks for all appearing in their My Tasks, which you can track here all at once.