Yeah the cases have some striking similarity. There's generally two sources of error - bias, and noise. When you combine many measurements, only bias accumulates. Noisy errors in one state poll or one mortgage-based cash flow will be offset by noisy errors in another.

If you get surprised by a change from a low-bias regime to a high-bias one, your old assumptions will lead you to be overconfident in your model. For 538, this just meant publishing numbers that were way too confident. But in the financial context, overconfident modeling means you think you can use more leverage than you actually can.