Correlation does not imply causation is a reminder that although a statistically significant correlation might exist between two variables, it does not imply that one causes the other.
There are many reasons why correlation does not imply causation: reverse causation where causation is actually in the opposite direction; bidirectional causation where a change in one variable causes a change in the other and vice-versa; a third unobserved variable that is the actual cause of the correlation; or simply a coincidence.
Correlation is a hint to investigate further, where possible using a controlled experiment. In some fields controlled experiments are impossible. Instead, cause and effect can be established only by observing the same thing in a wide variety of scenarios until all but the suspected cause can be ruled out. Even then the causal relationship can only be confirmed when you discover the underlying mechanism of the cause and effect.
From the Statistical Reference Guide for Analyse-it 6.24.0: https://analyse-it.com/docs/user-guide/101/correlation-causation
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