For every action, there is an opposite and equal reaction. For example, there is a correlation between the acceleration and deceleration of colliding objects: inertia is transferred, not created or destroyed.

Similarly, for every chemical and nuclear reaction, when something is gained, something else is lost. For example, when two ions bond covalently by sharing electrons, a new molecule is gained, but the two ions are no longer what they previously were. So there is a correlation between gain of reaction products and loss of reactants.

But perhaps such analogies cannot be found everywhere in theoretical physics. Perhaps such a non-correlation would be a sign of a novel discovery, or a sign that a theory is physically invalid. It could be a signal of something for sure.