The things is that these small things might just be noise from some confounding factors.

http://jaoa.org/article.aspx?articleid=2517494

For example, here sample size is huge, USA population gets significant increased risk, while EU population does not. Mixing the two together would result in a smaller but still significant increased risk.

Given the size, it's quite clear that USA population has many other confounding factors that cannot be eliminated by mathematics alone (there is no control).

Statistical significance doesn't mean an effect is "true", or "real". So getting rid if it shouldn't cause you any issues.

The problem here is that you most likely hear about false positives.