One of the main things here is that you should know your data well enough to articulate the right request from BI. In my experience, BI often end up as pure order takers - if you ask the wrong question, you get a lovingly formatted but wrong answer.
The other thing is that this assumes you have a BI team at hand - smaller teams/orgs often don't! Perhaps I should make this a little more explicit.
My central thesis, also not made explicit, is that leaders should be appropriately curious _and_ leverage the tools they have to be able to do things like "hey, this looks weird, what's up?" and share the data and their methodology - that way it can be corrected/investigated etc.