How to filter content by a specific taxonomy term when vocabulary allows multiple values?
To solve the problem:

Removed the relationship with &quot;Places&quot; vocabulary and used the field &quot;Places to play&quot; to create the field groups, checking the &quot;Use rendered output for a group of rows&quot; option.
Unchecked the &quot;Display all values in the same row&quot; option for &quot;Places to play&quot; field.
Created a contextual filter for &quot;Places to play&quot; field to receive the value via URL.

As a result I now get what I was expecting.