Thesis writing: context or literature review?
I was bothered by that as well when I wrote both my MSc thesis and my PhD dissertation. I get the impression that it is considered acceptable to have a selection of unrelated topics in the literature review without any context to tie them together. The reader will see the context for a topic when it is referenced later in your thesis. At least, many of the theses and dissertations I read were structured like that.

However, I myself was not happy with this approach. The problem was especially bothersome to me, because my dissertation pulled together ideas from a broad range of disciplines. So here are some of the techniques I used to "set the stage". These are just ideas; you don't need to do all of these.


In the introduction, include a few sentences mentioning that you will be drawing on ideas from fields X, Y, and Z. 
Include a topic map that illustrates how the ideas relate to each other. Below is an example from my MSc thesis. My advisors were a little wary of this "weird diagram" at first, but they warmed to it. Later they asked for a similar diagram in my PhD thesis.
Try to arrange the topics in your literature review in some sort of logical order, and add sentences that provide a segue from one topic to the next. For example, at the end of a section on cognition and before a section on evolution, I wrote "The next section presents a framework for analysing cognition within the context of evolution."