You're talking about prediction and classification, not inference. Why was I denied car insurance? How come I didn't get past the initial algorithmic screening

You're talking about prediction and classification, not inference. Why was I denied car insurance? How come I didn't get past the initial algorithmic screening phase of that job application? If you can't answer those questions properly you're in legal trouble in many jurisdictions. So going back to the original comment, that's why people are trying to understand neural networks, and why statistical inference and not just raw predictive power is important.