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This is my answer as well.
We have developed intuition around things like naive physics - you can catch a thrown frisbee without doing calculus in your head - but it’s really, really hard to think through statistical questions in an intuitive way.
It’s one reason I’m extremely skeptical about the utility of informed consent in medicine. A physician can tell a patient’s family that if they don’t do the procedure then the patient will definitely die, but if they do it there’s a 20% chance of complication A and a 5% chance of complication B. The right thing to do is plan on the complications happening and having a realistic idea of what that will entail. But people, especially under stress, really aren’t able to deal with that kind of thing as easily as they can deal with catching a ball thrown to them.