A common failure mode for people who pride themselves in being foxes (as opposed to hedgehogs):
Paying more attention to easily-evaluated claims that don't matter much, at the expense of hard-to-evaluate claims that matter a lot.
E.g., maybe there's an RCT that isn't very relevant, but is pretty easily interpreted and is conclusive evidence for some claim. At the same time, maybe there's an informal argument that matters a lot more, but it takes some work to know how much to update on it, and it probably won't be iron-clad evidence regardless.
I think people who think of themselves as being "foxes" often spend too much time thinking about the RCT and not enough time thinking about the informal argument, for a few reasons:
1. A desire for cognitive closure, confidence, and a feeling of "knowing things" — of having authoritative Facts on hand rather than mere Opinions.
A proper Bayesian cares about VOI, and assigns probabilities rather than having separate mental buckets for Facts vs. Opinions. If activity A updates you from 50% to 95% confidence in hypothesis H1, and activity B updates you from 50% to 60% confidence in hypothesis H2, then your assessment of whether to do more A-like activities or more B-like activities going forward should normally depend a lot on how useful it is to know about H1 versus H2.
But real-world humans (even if they think of themselves as aspiring Bayesians) are often uncomfortable with uncertainty. We prefer sharp thresholds, capital-k Knowledge, and a feeling of having solid ground to rest on.
2. Hyperbolic discounting of intellectual progress.
With unambiguous data, you get a fast sense of progress. With fuzzy arguments, you might end up confident after thinking about it a while, or after reading another nine arguments; but it's a long process, with uncertain rewards.
3. Social modesty and a desire to look un-arrogant.
It can feel socially low-risk and pleasantly virtuous to be able to say "Oh, I'm not claiming to have good judgment or to be great at reasoning or anything; I'm just deferring to the obvious clear-cut data, and outside of that, I'm totally uncertain."
Collecting isolated facts increases the pool of authoritative claims you can make, while protecting you from having to stick your neck out and have an Opinion on something that will be harder to convince others of, or one that rests on an implicit claim about your judgment.
But in fact it often is better to make small or uncertain updates about extremely important questions, than to collect lots of high-confidence trivia. It keeps your eye on the ball, where you can keep building up confidence over time; and it helps build reasoning skill.
High-confidence trivia also often poses a risk: either consciously or unconsciously, you can end up updating about the More Important Questions you really care about, because you're spending all your time thinking about trivia.
Even if you verbally acknowledge that updating from the superficially-related RCT to the question-that-actually-matters would be a non sequitur, there's still a temptation to substitute the one question for the other. Because it's still the Important Question that you actually care about.