Keep the mouse click as a selector.. then right click to drill down
I love drill down however for users it is not intuitive to them to find the arrow icon, turn it on, then drill down. Then return to the icon, and turn it off to simply select.
It might be easier to keep click as a selector, then use a right click mouse menu option to either drill down a level, or another right click option to drill through a level entirely.
We literally have to train our users on what the different arrow icons mean and where to find them in the matrix bar. Where everyone knows what high clicking for options and would better understand the spelled out options.