Confusion in Connection between tables

I have three tables -> 

1 Data_country

2 Customers

3 Ratings

Now I have two cases-> 

Case 1->

If I do not put any connection between them and then in one table visual I put country column from Data_country table and customer column from Customers table, then it gives me error "Couldn't find relationship between tables", I don't have any problem with this as I understand that Power BI can't find the relationship between them.

Case 2-> If I create two connections 
1) Data_country table and Ratings table 
2) Customer table and Ratings table
As shown below and then do the same thing of putting Country from Data_country table and Customer from Customers table in Table visual, I get the values.

I am not able to undertand that how I am getting the values as my connection is "Single Cross filtered" between Country table and Ratings as well as Customer table and Ratings, so my Data_Country table should not be filtered and similarly Customer table should not be filtered then how is it getting the connection between Data_Country table and Customer table. I think it should still not find any connection.

Please help in removing this confusion.