We do have a feature request open on changing that filter to behave the way you'd prefer. I went ahead and attached your original email to that item in the support database; the team will know you'd like them to change the filter to take focus state into account.
Any word on this issue being resolved? It's still present in 1.9. (I haven't gone looking for any sneakypeeks recently though).
This is still a frustrating hole in my workflow, especially when I'm focused on a particular work project, and want an overview of what needs to be done where/how/by who, but I see "Groceries" as a Context.
I've had to resort to a Perspective that hides the sidebar, groups by Context and closes all the Contexts, but that's just icky.
(Yes, that's the technical term. I'm in engineering.)
Coming Soon, perhaps?