Yes.  When creating actions, you can specify whether or not you want to include context.  Doing so will grab the context of where the user clicked as well as any additional filters based on slicers or cross-view interactions.  However, it depends on the type of action you are using, more specifically, the Trigger Element.  Full context is provided if the trigger element is either Report or Cells and the user checks the Include Context button.  The Hierarchy and Member trigger elements do not include any additional context other than the specific object the user right-clicked on.

 

Now having said all that, it also depends on the Action type as well.  If the type is Jump To Slide, Jump To URL or Execute JavaScript, it is up to the person building the action to decide what to do with the context (i.e. not handled automatically).  The action type of Jump To Report will automatically handle full context assuming the report is from the same model.

 

See the Help file for more details (LINK).