Whenever one creates a Context Filter, Tableau will create a temporary table for that particular filter set, and the other filters will be applied on the Context Filter data such as cascade parameters.
Suppose, one has created a Context Filter on USA and India, Tableau will create a temporary table for these two countries’ data. If one does not have the Context Filter and has other filters, then they will be applied on these two countries’ data; each record will check for all filters.