I take your “Yes” to mean that by selecting Classical, all Classical sub genres are included even if the album/work does not have Classical as a selected genre. Please let me know if you meant otherwise.
I typically have gone to a subgenre (baroque) and shuffled it if i want only that subgenre. More often, to play some of my classical music randomly, i have a bookmarked a focus on Classical less some subgenres (say opera and 20th C Orch). The question is if my non-opera, non-20thC Orch genre music that does not have Classical as a genre but is nested under Classical, e.g. a work with Solo Piano Romantic as a genre - will play. Seems very complicated to try to explain well. Does it make any sense to someone not familiar with the situation?
Using my picture above, the checked Classical focus will pull up Keyboard, Concerto, Chamber Music, etc. and all subgenres that could not be displayed.
Not that anyone will mind helping, but you can easily perform little experiments with, say, three or four albums, just so you can see it happening.
PS: I think I’m correct in saying that if you see an album’s Classical tag, and you add a Baroque tag, the Classical tag will “disappear” because of its redundancy.