Why do some CFA explanations add key rate durations together?

Adding key rate durations can approximate total sensitivity to a parallel curve move when the key-rate grid captures the relevant exposure and every node shifts by the same small amount.

Suppose a portfolio has key rate durations of 0.9, 2.4, 3.1, and 0.6. The sum is 7.0. If the whole curve rises by 10 basis points, a rough first-order estimate is:

-7.0 x 0.10% = -0.70%

But if the two-year node rises and the ten-year node falls, the sum alone is not enough. You need each node's duration multiplied by that node's rate move.