People start to actually believe that because they have identified a statistical significance (even if they have correctly done so) that it is meaningful or actionable information.
Maybe playing with computers early correlates with income, or playing an instrument before you are 8, or not dating in high school, or being tall, or having parents of two religions, or liking musicals, or being allergic to dogs, or sucking at sports, or whatever. Accurate information isn't always useful information.