It’s not really predicting “egg prices” or “inflation” — it’s mostly fitting patterns that happen to show up in those series.
The problem isn’t domain generalization, it’s that we keep pretending these models have any notion of what the data means.
People ask how one model can understand everything, but that assumes there’s any understanding involved at all.
At some point you have to ask: how much of “forecasting” is actually anything more than curve fitting with better marketing?