After an event in a component, it renders the neighboring component

I'm new in React and don't fully understand how rendering works, I installed a dropdown menu from MUI library, in the header, but after clicking on it, all the neighboring components are updated, I can not understand how this is possible. I thought that components update only child components, but here changes in the header component, redraws everything in the index component, how does it still work, what can it be related to?

Component structure

MUI menu dropdown