The expected value is itself a random variable, there is always a chance you mischaracterized the underlying distribution. For sports stars the variance in the expected value is extremely small, even if the variance in the sample value is quite large - it might be hard to predict how an individual sports star will do, but there is enough data to get a sense of the overall distribution and identify potential outliers.

For AI researchers pursuing AGI, this variance between distributions is arguably even worse than the distribution between samples - there's no past data whatsoever to build estimates, it's all vibes.

If you imagine hard enough, you can expect anything. e.g. Extraordinary Popular Delusions and the Madness of Crowds