ok, interesting one. What does this one mean? This was a big issue for me when I first started using Tableau. Upon clicking a filter, I saw this option that I had never heard of before in BI

It was called “Add to Context”. I actually want all my data to be in context so I clicked it and then nothing really happened to my dashboard, except that the filter I clicked it up, changed to a gray bar

like this.
By the time, I realized how dangerous it could be, I was pulling out my hair.
So, let’s start with my recommendation first.
Don’t use Context Filters if you haven’t used Tableau for at least 6 months
Why do I say that? It’s because I doubt you will get to that level of all the Tableau options until you have really lived in Tableau.
Now, getting to the Why Not
It’s because Context filters is a way that Tableau creates a slice of your data so you can interact with it later. In other words, if you have a filter on context, upon changing the value of that filters, you are created a subset of data temporarily. This may be a great thing, if you think once you have filtered on groceries, your users will do a lot of Q&A with the dashboard using other filters. But, what if, this was just one of the filters that people change all the time. Then, you are basically asking Tableau to create a subset of data upon each value change.
FYI, if you are using TopN for a lot of your analysis, you may end up using this more than you want. Hey, you live and learn