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IDLE's EditorWindow.py relies on using FileList.py's "vars" dictionary to store Tkinter variables instead of using its own. As a consequence, 
toggling a checked menu item in one editor window toggles the menu item in ALL editor windows.
To reproduce this error, open two editor windows with Code Context initially disabled. Enable Code Context in one window and then click "Options" in the other. You'll see Code Context checked when it shouldn't be.
Attached is a patch to fix this problem. It causes EditorWindow to have its own dictionary for handling these Tkinter variables instead of using the flist's "vars". The comment in FileList.py suggests that this design is a relic from an old version of IDLE, since getrawvar is no longer a function.
 self.vars = {} # For EditorWindow.getrawvar (shared Tcl variables)

This is more of a feature request than a bug report, in that the behavior appear intentional. But that is a moot point in that new IDLE features do not have to wait for a new release. The proposed new behavior seems plausibly better. I just wonder if anything in flist.vars *should* carry over (maybe as a copy) to all edit windows, but I do not know its contents.
Also, I can imagine that someone who knows about (I did not before) and likes the 'code context' option (I might start using it) would want it to be always on once turned on. That suggests that it should be added to the configure dialog before being made local with this patch. I might feel the same about at least some of the other vars also.

For Code Context, the behavior is a bug since the menu item check can be 
changed independently of the actual status of Code Context.
As far as I can tell, flist.vars mostly contains variables created by 
EditorWindow.py's "get_var_obj". A quick grep for ".vars" in idlelib can 
confirm that.
It also contains variables created by PyShell.py, particularly 
'<<toggle-jit-stack-viewer>>' and '<<toggle-debugger>>'. Since the 
shell can only have one instance, its tkinter variables can be held 
local to the EditorWindow instance.

There has been more discussion of code context toggling in #17535, msg225411 2014年8月16日 and following messages. The code context button toggles both the state of the current window and the default for new windows.
PEP 434 ratified my comment about new Idle features not having to wait. #3068 is about adding an extension configuration dialog that will be needed to uncouple the local and global effects of option buttons for extension features.