I find it interesting that humans are not wired up for understanding statistics as elegantly as they can innately for all sorts of other evolutionarily-advantageous things (interpreting facial features, detecting deceit, basic game theory, accurately throwing objects etc) – many of which are ‘mathematically’ far harder.
One would expect that those of our ancestors who could juggle risk, reward, prediction and assumption the most effectively would have been those who’d reproduce most effectively.
I’d say it’s the syntax.
But there are also plenty of famous, simple examples, told in anecdotal form, that most humans completely fail to grasp. Monty Hall’s boxes, base rates in medical diagnoses etc etc