> However, the significance or p-value reflects the probability that the correlation does not imply a causal relation.

Technically, in this case, a significance test would answer the question "is the Pearson correlation statistically significant from 0?" In this case, we would expect it to fail since it clearly isn't, and is therefore the test is less helpful/important. (even if it passed, the conclusion would be "correlations are low in magnitude and therefore do not matter" as noted in the post anyways)

Finding the exact P-value of a Pearson correlation requires setting up bootstrapping, which is not something I have handy at the time but will work on in future posts.

Again, I'm not looking at R^2 and the P-value of a linear regression, which is different.