JD -
Yeah, the request context is generally used internally only. It is useful when your application has request bounds that are short-lived compared to the lifetime of the application. Once in place, it is used for the request log (record of all commands executed in a request), request cache (deduplicating requests with the same argument in a request), and request-scoped collapsing (batching multiple requests with different arguments in the same request).
In an application with no request boundaries, these all make less sense as currently implemented. A request log would be never-ending and would have to be drained in order to avoid memory-leaks. A request-cache has no TTL in the current implementation, since request scope takes care of that for us. Instead of request-scoped collapsing, globally-scoped collapsing is available, which will periodically drain the batch of arguments.
There is likely an request-less version of HystrixCommandLog possible that acts more like an infinite stream of metrics, rather than a single object available per-request. But it doesn't exist today.
Thanks for the feedback on the documentation - I agree that that section is ambiguous. When it mentions "request collapsing", "request" is mostly referring to scoping the collapser to a request, but there's no way for a documentation consumer to know that. I'll take a pass through the docs with an eye for your use case.