ul li selectors means

<ul>
  <li class="bg">affected</li>
  <li class="bg">affected</li>    
  <li>
    <ol>
      <li class="bg">NOT affected</li>
      <li class="bg">NOT affected</li>
    </ol>
  </li>
</ul>
 Run code snippet

ul > li.bg {
  background: red;
}