Animals, such as rats and ravens, face this problem all the time, and yet they can meaningfully effect the world in such manner that would imply causal understanding, and a sensitivity towards the difference between mere correlation or a correlation with causal potential.
Humans do the same as well, naive people who have never learned about experimental design, or have never learned the concept of correlation, also make useful judgments on the causal model behind ordinary problems and events.
How did these machines make actionable judgments on causality with nothing more than noisy inputs to their sensory systems? Through what technique did they discern the difference between mere correlation, and a correlation with exploitable causality?
They also are often... racist. Or hold whatever other stereotypes to heart. Racism is just a good example of an extreme position to hold which is often due to assumptions of causality.
"Lots of minorities are in prison. There is a high correlation between being a minority and being in prison. Therefore being a minority leads to being a criminal."
This completely ignores external reasons why minorities might end up in prison more often than others. For instance, it could be that minorities have an equal amount of criminal activity as the general population, but are more likely to end up in prison because of it. Correlation does not imply causation.
I think the number of social issues that arise due to assumptions of causation is quite high, actually, and often leads to poor decision making in policy. That is why it is "dangerous."
Evolution - that is, assumptions that are accurate are favoured since they are more likely to lead to the animal surviving, vs embracing spurious correlations which are likely to get you killed.
Of course, this can break down if we try to apply the cognitive rules of thumb we've evolved to new domains outside our original evolutionary scope - our difficulties in thinking about statistics and probability are a great example of this. The math is trivial, but it just doesn't fit our brains very well without a great deal of cultural scaffolding.
Well it all depends on the actions you take based upon those assumptions. If the action is low risk, low cost then it may be the wise choice. You need to remain aware of the uncertainty and that you are basically guessing until a better understanding is achieved.
One of the dangers is that initial uncertainty is forgotten and wrong information becomes "common knowledge".
Another danger is where there is there actually is causation but running the opposite way to that assumed. For example if a chemical substance is a useful form of self medication for sufferers of a condition there may be a correlation between the use of the chemical and the condition but banning/withdrawing/warning about the chemical would actually worsen the situation.