wedrifid comments on Case study: abuse of frequentist statistics - Less Wrong
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If you choose a single model to work with, you are effectively putting zero probability on all other models (that are not contained in your chosen model as sub-models). Gelman's posterior predictive checks aren't motivated by this consideration (one of his non-mainstream-for-a-Bayesian stances is that model probabilities aren't useful). Nevertheless, the checks are directed at identifying ways in which the model fits the data poorly, with an eye to guiding further model elaboration, so they do address this issue in a sense.
Philosophically this is true, but practically speaking, it's not. Setting certain posterior probabilities to zero can be a good approximation to a fully Bayesian analysis (e.g., this paper). In fact, if it's appropriate to use a small number of sigfigs in your results, this approximation can yield the exact same results far faster. I don't think it's fair to call the labeling of such an analysis as Bayesian a lie.
I follow this reasoning and it applies in many cases. The reason I do not consider it applicable to the example given is due to the explicit mentioning of "We can make Z's pre-evidence probability arbitrarily small, to make this seem reasonable at the time." That changes the meaning of the example significantly in my understanding.
I claim that if Z is given enough consideration that 'arbitrarily small' is plugged in rather than mere exclusion from a model then it is just an error not an approximation. There are valid examples of bayes-in-practice that support the position John takes but I just don't consider this example a fair representation. Partly because the mistake is a bad way to handle urns and partly because explicitly plugging in bad priors for Z should make you explicitly expect bad posteriors for Z. Exclusion from the model itself is a different problem.
Good answer. I neglected to read up-thread with enough thoroughness.