I think it really helps to have them ask questions in which they are a domain expert, and see what it says. Expose them to "The Plumber Problem" [0]. Honestly, I think seeing it be wrong so often in code or things about the project I'm using it for it what keeps me "grounded", the constant reminders that you have to stay on top of it, can't blindly trust what it says. I'm also glad I used it in the earlier stages to see when it was even "stupider", it's better now but the fundamental issues still lurk and surface regularly, if less regularly than a year or two ago.
Longer term I dunno if statistics or “fits the shape of what a response might look like” is the right way of thinking about it either because what’s actually happening might change from under you. It’s possible given enough parameters anything humans care about is separable. The process of discovering those numbers and the numbers themselves are different.