Since, CFLs are not closed under complement property, **while CSLs are closed under complement property.** Every CFL is CSL , every CSL is recursive, and every recursive language is recursive enumerable language. So, complement of a CFL may not be CFL but that will be CSL sure, means, recursive as well as recursive enumerable language.
Reference@wiki
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Edit : Your argument is not correct, since every recursive enumerable language may not be context free language and CFLs are subset of CSL but not every CFL is CSL.
Reference@Chomsky hierarchy