Whenever we create a Context Filter, Tableau will create a temporary table for this particular Filter set and other Filters will be applied on the Context Filter data like cascade parameters.
Suppose, we have created a Context Filter on countries, USA and India, Tableau will create a temporary table for these two countries’ data and if we have any other Filters other will be applied on these two countries’ data if we don’t have any Context Filter, each record will check for all Filters.