If it's a statistical illusion, the correlation is still true, it just has no business being studied by psychologists. If I roll a die, and then roll a second

If it's a statistical illusion, the correlation is still true, it just has no business being studied by psychologists. If I roll a die, and then roll a second die, I might study the behaviour of the second die and wonder why it wants to add up to 7 with the first die. Since they're dice, I can dismiss that as a stupid idea, but if they were people, I could certainly be led astray by psychological theories about them.