[whpalmer4]

There are a couple of things that you didn't mention that are necessary for the feature to work.

It isn't sufficient to simply add a location to the context; you also need to set a notification. If you edit the context, you should have a status field, a location field, and a Move button. If the location field doesn't have a line like "notification: when arriving" you don't have a notification set up. Tap on the location field to bring up the editor and add one.

Also, not all location specifications can do notifications. It has to be a single, fixed location, and so cannot be a search like "Home Depot" or "grocery store".