Yes, but what's stopping you from using non brick wall windows and filtering nyquist frequencies before sampling? Situations where "unreal" data is present only

Yes, but what's stopping you from using non brick wall windows and filtering nyquist frequencies before sampling? Situations where "unreal" data is present only in higher frequencies is rare, and situations where all data is absent from the higher frequencies are very rare unless you sample in a perfect context where everything is aligned with the sampling period.