Considerable progress has been made recently in open-domain question answering (QA) problems, which require Information Retrieval (IR) and Reading Comprehension (RC). A popular approach to improve the system's performance is to improve the quality of the retrieved context from the IR stage. In this work we show that for StrategyQA, a challenging open-domain QA dataset that requires multi-hop reasoning, this common approach is surprisingly ineffective -- improving the quality of the retrieved context hardly improves the system's performance. We further analyze the system's behavior to identify potential reasons.