It's possible that a person's perception of reality is warped by their own fears and biases. They may think X is happening to them more than to other people because they have Y distinguishing feature, but in reality, they just notice when X happens to them, because they're hyper conscious of it, or it's actually happening to them because they exhibit Z behavior.

I think I've probably done this myself many times, and I imagine others do it a lot too.