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(It might not seem on topic for LessWrong at first, but keep reading.)

you can have all the pieces, and not put them together because nobody gave you the word [...] Sometimes you can be bathed in evidence of a plain fact and not recognize it because [...]

Seems to me there are two aspects here:

1) What happens to you, is essentially thousands of random facts every day. Let's say that facts number 1932809, 2903289, 3894328, 4328942, 4329082, 6877447, and 7923797 together make a quite strong case for something. Well, to make this connection, you first have to notice there is something there. You can't answer a question you were never even aware of. And with finite computational power you can only evaluate a limited set of questions.

In real life, you start asking questions either because something primes you (external influence, or an instinct), or because some individual fact is a strong enough evidence that it itself causes at least a suspicion. When the question is there in the mind, when further facts happen, you can evaluate whether they support or oppose the hypothesis.

2) But sometimes we also have cached thoughts that can individualy dismiss even pieces of relatively strong evidence, and prevent them from forming the question.

EDIT:

Also 3) you can have a really bad mental model of something, so even when you observe it and ask yourself the question, it doesn't match your model, so you believe it is not the thing. (But this is more of a communication problem, because in some sense you are correctly concluding that what you observe is not what you believe the word means, it's just that you are not using the same definition as other people, and you are not aware of that.)

EDIT:

Also 4) far mode vs near mode. When something happens to me, it feels quite differently from observing the same thing happening to someone else. And if it feels differently, it is natural to conclude it is a different thing.

Would this be a sort of reverse privileging the hypothesis? We can only weigh probabilities for theories that have been brought to our attention.

This sort of concealment seems extremely common, but also like in some cases it could be a Chesterton's Fence of sorts. I'm thinking of this:

Yet that’s how life happens sometimes: you can have all the pieces, and not put them together because nobody gave you the word. I’ve had friends who took years to realize their Grampaw wasn’t allowed to be alone with them because he was a pederast. I’ve known folks who didn’t realize their parents were swingers despite copious evidence because it never occurred to them their parents could be swingers.

In the pederast Grampaw case, maybe it does the kid more good to not perceive their environment as full of threats? Though on the other hand this kind of concealment leads to underestimating the base rate of such things. It seems like at some point a frank discussion of the thing should happen.

In the swingers case, concealment might be easier for young kids than teaching them exactly how to navigate the social stigma around unconventional sexual practices, and ironically let them be more open than if they have to navigate where their parents are "out." (On the other hand, the parents might just have not made a big deal of the thing, leading their child to not associate it with a thing people make a big deal of, which seems good in a way unrelated to concealment.)