It may be buried, but the requirement for context is covered by the "unclear what you're asking" close reason.
The "unclear" close reason contains the text
Please clarify your specific problem or add additional details to highlight exactly what you need. As it's currently written, it’s hard to tell exactly what you're asking. See the How to Ask page for help clarifying this question.
The "How to Ask" page contains this help, amongst other information:
If you ask a vague question, you’ll get a vague answer. But if you give us details and context, we can provide a useful answer.
This is the reason to use where context is required. Context "clarifies the specific problem". A useful answer requires the question's context.
It may also be helpful to add a comment to the answer explaining why context is necessary (and what that context might be, to give a specific example to assist the asker).
There may be a case for amending the closure text, but as it's not something under moderator control — and neither is the How to Ask page, either — we would need to demonstrate some consensus about wording in order to ask TPTB to make the change. However, it is this close reason which needs to be changed if context is to be asked for explicitly.