The intersections of context-free languages will never reach the full family of context-sensitive languages.
The class of languages expressible as the intersection of $k$ context-free languages is shown to be properly contained within the class of languages expressible as the intersection of $k + 1$ context-free languages. Hence an infinite hierarchy of classes of languages is exhibited between the class of context-sensitive languages and the class of context-free languages.
Quoted from: An infinite hierarchy of intersections of context-free languages.
Leonard Y. Liu & Peter Weiner
Mathematical Systems Theory 7 (1973) 185–192. https://doi.org/10.1007/BF01762237 (paywall)
An explicit example is also given, with a reference to the PhD thesis of the first author.
not every context-sensitive language is expressible as an intersection of a finite number of context-free languages, e.g., $L = \{ a^{2^n} \mid n \in \mathbb N \}$.
Note however, that context-free languages over a one letter alphabet are in fact regular. That means that if a finite number of CF languages intersects to a language in $\{a\}^*$, then we can as well assume each of these languages to be within $\{a\}^*$. This implies we intersect a finite number of regular languages, which is regular again.