I think there is a limit. If it's a topic you can look things up about (Maybe something technical where you haven't read the prerequisites.). The initial example from the article is interesting, in that you can learn so much about history with the looked-up context, but you can still follow and enjoy the books without it - you will just not know which characters and events were real! I think you will probably remember the history better this way with a fun story-context than wrote memorization, which I believe is a point of the author.
Some material, I feel like I am too stupid for, or my brain is wired so differently from the author I will never make sense of it. Examples: Gravity's Rainbow, and parts 2 + 3 of The Divine Comedy. (Granted, the latter is full of parts where looking up contexts and references will help, but I am not sure what to do with the former; there are rare sections where I can gain a purchase on events transiently, but it mostly passes through without absorption for reasons I don't understand).