You have persuaded me that my analysis in grandparent of the Russian-roulette scenario is probably incorrect.

The scenario of the black box that responds with either "heads" or "tails" is different because in the Russian-roulette scenario, we have a partial causal model of the "bang"/"no bang" event. (In particular, we know that the revolver contains either one bullet or zero bullets.) Apparently, causal knowledge can interact with knowledge of past behavior to produce knowledge of future behavior even if the knowledge of past behavior is subject to the strongest kind of observational selection efffects.