1) "Throw [y]our normal engineering practices out of the window." - We treat Data Science very much like the "R" in R&D. We point them generally towards a problem and give them time and latitude to solve it. Trying to fit that into our normal scrum process is impossible.
2) "Data scientists are going to end up building things that need to be translated into production code." - Our hand-off between Data Science and Engineering can be pretty messy. Getting stuff into production efficiently is an ongoing challenge.
3) "Trying to explain some of the hard math that's going on to the entire company isn't a productive use of time." - This point is pretty self explanatory. I get in pretty deep on a regular basis and it gets over my head quick. It can be very hard for the average account manager or marketing person to keep up.