I was just contesting your statement as a universal one. For this poll, I agree you can't really pursue the covariate strategy. However, I think you're overstating challenge of getting more data and figuring out what to do with it.

For example, measuring BPD status is difficult. You can do it by conducting a psychological examination of your subjects (costly but accurate), you can do it by asking subjects to self-report on a four-level Likert-ish scale (cheap but inaccurate), or you could do countless other things along this tradeoff surface. On the other hand, measuring things like sex, age, level of education, etc. is easy. And even better, we have baseline levels of these covariates for communities like LessWrong, the United States, etc. with respect to which we might want to see if our sample is biased.