Do you ask every non-awkward person you meet whether they were home-schooled? Do you ask every awkward person you meet whether they were home-schooled? Do you keep a running count?
Sounds like sample and/or confirmation bias.
I've seen this a few times. I assume you mean anecdotes told by liars? Surely a plurality of true statements constitutes data? The strength of that data for interpretation or prediction is limited by the number of data points, for sure, but I don't really get why this aphorism is supposed to be true.
Anecdotes are isolated instances, things people remember and tell because they are interesting. They lack any sort of statistical control or rigorous documentation. If you have a bunch of anecdotes about socially awkward homeschoolers, you don't have any actual data on the incidence of social awkwardness among homeschoolers. You just have have a bunch of anecdotes.
Anyway, I digress, anon.