The most infuriating example, to me, is the overuse of GDP. As if that should tell us everything.
But pivoting to the "but it's not my lived experience, bro" is weak.
If you made the claim that "millenials have it harder than their parent" then we're talking something where experience can be more useful.
Statistically it's safer than rural Oklahoma... but your lived experience in taking the subway 45 minutes every day will not paint the same safety experience that can't be found in any statistic.
Although anecdotally my father moved to the UK with my mother with nothing but the clothes on their backs, and by 27 my dad was able to afford his first property in London start a family, all without a uni degree and hadn't even yet finished his accountancy training. He did that without any family help and in fact was sending money home. This has always helped provide a bit of colour of how things have changed