When we establish a Context Filter, Tableau creates a temporary table for this Filter set, and additional Filters, such as cascade parameters, are applied to the Context Filter data.
If we have a Context Filter on the countries of the United States and India, Tableau will create a temporary table for the data of these two countries, and if we have any other Filters, they will be applied to the data of these two countries. If we don’t have any Context Filters, each record will be checked for all Filters.