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The concept of contexts doesn't allow for this - at least in the GTD process. A context is the single place or resource necessary for you to do a task. So, for example, the context for phone calls is my phone. I cannot do those tasks if I don't have that resource.

The idea behind contexts is this: All of our to-do lists are too long for us to effectively sort on the fly constantly. But many of the things on our to-do lists simply can't be done right now because of where we are or what resources we have available. Internet research cannot be done unless I have internet access. Errands cannot be done unless I'm out and about town. Therefore, contexts adds a level of filtering that allows us to instantly rule out every task that we cannot do in the moment because of where we are.

To have multiple contexts would muddy this filtering.