SetLiteralParameterValue issue on web

In our first workflow step, we set the value of a literal parm using dashboard extender and then in next step use that parm in a DM job to export data based on that parm value. On windows client, our DM job works fine but when we try it on web, it does not find the value of the parm and errors out. 

Can someone please share any experience with this kind of setup and how to make it work on web?