The ice cream fallacy
[C]onsider that ice cream consumption is correlated with the temperature outside. We can certainly inspire you to eat more ice cream, but that won’t change the weather.
This is from the second in superb series of posts from Daniel Simons on the problems with sciencey marketing (part 1, part 2, part 3, part 4).
I don't think I've heard a better way of explaining that correlation isn't cause.