> Sure, but with sufficiently many people, these effects will usually average out.

In the case of dietary studies, not really. There are a few factors which are known to have a big effect on your health--being wealthy, active, and moderate in particular--and a lot of the big studies are really just uncovering yet another proxy for those factors.

Of course, you can turn that around and make the realization that your diet doesn't really matter: there's no diet that will magically make up for being a couch potato. And outside the main well-known interventions (e.g., eating less calories), the solution is generally to just be more active and things like that rather than trying to tweak your diet.