A robot faces an obstacle. Going left is correct. Going right is correct. A human demonstrates both, roughly equally, because both are fine. Now fit a policy by minimising mean squared error against those demonstrations. The value that minimises squared error against a set of numbers is their mean, and that is not a modelling accident, it is what the loss is defined to do. The mean of go-left and go-right is go-straight, which is the one action that is certainly wrong. The important part is what does not fix it. More demonstrations do not fix it; they make the mean more precisely wrong. A bigger network does not fix it either, because the network is being asked to output one number and one number is the wrong type of answer. The correct answer here is a set, and the loss can only represent a point.