Symmetric observations without symmetric causal explanations

Inferring causal models from observed correlations is a challenging task, crucial to many areas of science. In order to alleviate the effort, it is important to know whether symmetries in the observations correspond to symmetries in the underlying realization. Via an explicit example, we answer this question in the negative. We use a tripartite probability distribution over binary events that is realized by using three (different) independent sources of classical randomness. We prove that even removing the condition that the sources distribute systems described by classical physics, the requirements that i) the sources distribute the same physical systems, ii) these physical systems respect relativistic causality, and iii) the correlations are the observed ones, are incompatible.