Quote from KB2,
“# 4 Click on the Add categories link and add categories on which details pages this filter will be displayed.
NOTE: If a category is selected, the filter will be displayed on its details page and data about products only of this category will be displayed there.”
However, take the demo website with sample data for example, if I set Manufactures filter only to Men category, on Apparel category, this filter will also be shown.
This will cause a serious problem that for parent category, all the filters will be shown and it looks like a mess (Electronics:filters of Mobile phone, Cameras, Accessories will be shown all together).