It's a bit more complicated than that, I think. We're usually dealing with a situation where p(X occurs somewhere | T) -- where T is the theory -- is high. However, the probability of X occurring in a particular human-scale space-time region (or wave-function branch or global time-slice or universe or...) given T is very low. This is what I mean by X being rare. An example might be life-supporting planets or (in a multiversal context) fundamental constants apparently fine-tuned for life.

So the naïve view might be that an observation of X disconfirms the theory, based on the Copernican assumption that there is nothing very special about our place in the universe, whereas the theory seems to suggest that our place is special -- it's one of those rare places where we can see X.

But this disconfirmation only works if you assume that the space-time regions (or branches or universes or...) inhabited by observers are uncorrelated with those in which X occurs. If our theory tells us that those regions are highly correlated -- if p(X occurs in region Y | T & observers exist in region Y) >> p(X occurs in region Y | T) -- then our observation of X doesn't run afoul of the Copernican assumption, or at least a reasonably modified version of the Copernican assumption which allows for specialness only in so far as that specialness is required for the existence of observers.