In a way, it’s like the Heisenberg uncertainty principle.
You might process 1000 people through passport control, and gather lots of big data. You could conclude a bunch of emergent insights. For example, most are men, most have ten fingers, most are American.
But stop one guy and interview him and you might find he’s a six fingered Mexican.
As soon as you look at a data “point”, the probability wave collapses onto the sombrero.