The filter in your screen shot is Keywords Contains Words New York. The Keyword Tags panel for one of the matching photos show APAP, Charnett Moffet, Fine, Motema Show.
It's likely that one of those keywords is a hierarchical keyword whose ancestors contain the words "new" and "york". For example, Motema Show < New York City < New York < US < Places. When a hierarchical keyword is explicitly assigned to a photo, LR considers its ancestors also assigned to the photo, and those ancestors will be searched the Keywords criterion in filters and smart collections.
So the filter shown in the screenshot would match any photo assigned Motema Show, New York City, or New York.
You can quickly verify the ancestor keywords of Motema Show by typing "motema" in the Filter Keywords box of the Keyword List panel.