Adding to the above, but just to be clear: this is not where it's coming from. It's coming from a trigger event. (This is one of many reasons it's helpful to share an entire rule, not just the actions to run.) Note also that if you manually hit Run Actions, you can't depend on the value of this variable being what it would be when the rule actually triggers -- this doesn't count.
As an aside, this may not quite work for your use case, but also as hinted above, there isn't an easy way to store matching devices into a string, variable, etc., in RM. I wrote a custom app for my needs that does notifications or TTS for devices in a certain state because of this:
But you can also see the rule that it replaced there -- in case you do want to try this kind of thing in RM (assuming that is what you want ... have we mentioned it's hard to tell with only the actions? 
).