Explainable models in Artificial Intelligence are often employed to ensure transparency and accountability of AI systems. The fidelity of the explanations are dependent upon the algorithms used as well as on the fidelity of the data. Many real world datasets have missing values that can greatly influence explanation fidelity. The standard way to deal with such scenarios is imputation. This can, however, lead to situations where the imputed values may correspond to a setting which refer to counterfactuals. Acting on explanations from AI models with imputed values may lead to unsafe outcomes. In this paper, we explore different settings where AI models with imputation can be problematic and describe ways to address such scenarios.