"A cautionary tale."
I read that, and I thought, “This is just wacky enough, it has to be true!” And I take it to be true.
What it means is that if you have any fact, which you think is really sinister, right — is really, obviously a fact, which can only point to some sinister underpinning — hey, forget it, man, because you can never, on your own, think up all the non-sinister, perfectly valid explanations for that fact.
Errol Morris, on "The Umbrella Man"