Say your prior is that something has a 1 in 1 million chance of happening in any given year.

You start monitoring it. Year 1, the thing happens. Which is more likely:

1. You've encountered a 1/1,000,000 event

2. Your prior is incorrect and the thing happens more often than once every million years?

Without more information we can't actually answer this question with certainty, but "re-evaluate your priors" would absolutely be a thing one might suggest in response to this event.