There's a few ways you can change the default behavior of InstantSearch widgets. The first would be to use a connector for a widget, for example connectRefinementList. This will give you control over the UI and allow you to manipulate the way the values are refined. You also have the option to create your own widget if a connector does not provide the functionality you need.
The simplest solution would be to create a rule responding to applied filters. We have a full guide on how to implement rules triggered by Filters here in our documentation. A rule could be triggered by a facetFilter applied by a user refinement and add a new Filter to the query parameters.