Your observation is true, if $K$ is a finite field.. It is also true, if $K=\mathbb{R}$, because the only algebraic extension of that field is algebraically closed. If $\deg f(x)=2$, then it also holds because the sum of the two roots is in $K$, so if you join one, you automatically also join the other.
Over other fields it may or may not hold. For example over $\mathbb{Q}$ the claim does not hold, when $f(x)=x^3-2$, because exactly one of the roots of that polynomial is real, so joining that real root won't give you the rest. On the other hand, if $f(x)=x^3+x^2-2x-1$, then $\mathbb{Q}[x]/(f(x))$ is the splitting field of $f(x)$, because the zeros of $f(x)$ are $2\cos 2\pi/7$, $2\cos4\pi/7$ and $2\cos8\pi/7$. If you join one of those roots, you will also join the others because
$$
\cos2\alpha=2\cos^2\alpha-1.
$$
I think that, in a sense that I cannot make precise, it is rare for a field $K$ to have this property for all irreducible polynomials $f(x)$.