How can two things not correlate with each other, but both correlate with a third thing? This seems like saying x=5, y=3, and that there's some variable z which x and y are both equal to?
The number of people who like the taste of vanilla (I suppose) doesn't correlate with hours of sunlight in some area. Both correlate with amount of ice cream sold.
The simplest way to explain is when when both cause C some % of the time. It's useful to run a simulation if you doubt it.