Sometimes, someone asks you for advice of level N. However, what you know, and what the one who asks you either does not know or does not want to acknowledge, is that no advice of level N will suffice, for their situation; the flaw in their approach is on level N+1.
(Example: “The wheels aren’t holding the car up; what sort of bolt should I use to ensure that they hold?” —when the problem is that the car has three wheels instead of four; no kind of bolt will fix that problem.)
Such cases are difficult. You know that no advice you give on level N will work, but no advice you give on level N+1 will be accepted.
Being open to being told that this is the case, is, I think, a critical part of being rational.
My friend adds the following addendum: