People are tricked into thinking something improbable is more probable than it really is by coupling it with a separate, highly probable thing.
At first I thought this was just an obvious statistics thing, but it is psychological. You are distracted by the probable part of the combination and unless you think intentionally, are prone to make a mistake in how you perceive the combined probability.
In the question, the answer choices were presented as if they were mutually exclusive, when really one was a subset of the other.
Here we could posit they invent ("The asker wants to know if I think it's likely Linda is a feminist or not") (which is kind of the same thing that you said - creating opposing alternatives out of the given alternatives). Most people avoid trying to understand stuff literally, and people are not logical machines.
I think it's more than "inventing" a context here, the entire blurb that came before the question ("Linda majored in philosophy and as a student she was very deeply concerned with discrimination..." etc) hints to the reader that this is the context. Or alternatively "how likely do you think is it that such a person ends up as a bank teller".
The punchline is of course that neither context is correct and the actual context is just about detecing a tautology, which is what most people are probably not prepared for.