The claim isn’t that you’d never do that. The claim is that even when you wouldn’t do it—even when you wouldn’t even bother to look at x_41 from a God’s eye perspective because it provides literally zero predictive power conditioned on x_1 through x_40 - even then, you might find that (as a human limited by human reasoning and human coordination) you get the best results when you use x_41 alone for your decision boundary.
The claim isn’t that you’d never do that. The claim is that even when you wouldn’t do it—even when you wouldn’t even bother to look at x_41 from a God’s eye perspective because it provides literally zero predictive power conditioned on x_1 through x_40 - even then, you might find that (as a human limited by human reasoning and human coordination) you get the best results when you use x_41 alone for your decision boundary.