There are examples of conjectures in which one can use probabilistic heuristic reasoning to show that they are very likely to be true. For instance, Freeman Dyson used probabilistic heuristic reasoning to show that "it never happens that the reverse of a power of two is a power of five." But he also believes that this statement is impossible to prove - "because there is no deep mathematical reason why it has to be true".
But there is at least one example where probabilistic heuristic reasoning fails, namely one of two Hardy-Littlewood's Conjectures.
1) The k-tuple conjecture, which states that the asymptotic number of prime constellations can be computed explicitly.
2) $\pi(x+y) \leq \pi(x) + \pi(y)$, where $\pi$ is the prime counting function.
Probabilistic heuristic reasoning can be used to argue that both of these conjectures are true, yet in 1974, Ian Richards proved that these two conjectures are incompatible with each other.
Are there any other examples in which probabilistic heuristic reasoning fails?