You're gonna get more people aligned if you focus on things that other teams happen to be working on at the same time. If you decide to work on something else when there is a huge infrastrucuture design project going on, just because of some precommitted sprint plan, you're gonna play catch up later.
If you keep dropping a task for another because of arbitrary sprint plan, you're gonna be jerking yourself and the team around and never getting people get aligned with what you're building for long enough and it'll ge harder to get feedback from them.
Momentum matters, especially for multi product teams, such as in data science and data engineering.
Which is also not just blame the people that work as product managers, but also a critique of Agile swerving too far away from waterfall and now having no method whatsoever for requirement analysis and leaving a lot of really important work to fall through the cracks.
What really matters is prioritization. Are you focusing on the right things, the impactful things? Are you also prioritizing all the 'not-so-shiny' stuff (performance, security, etc.)? Do you have actual levels of priority (instead of just making everything top priority, which is no priority at all)?
If you prioritize well, then you'll always be delivering the top priorities and some of the mid-level priorities. On a good week, you'll also knock out some of the low-priority stuff. And all of the concerns will be getting addressed. And everyone will be happy. The developers will feel good, management will be happy, and the customers will be pleased. Deadlines or estimations will be largely irrelevant.
But if you prioritize sloppily, and constantly change priorities, so you're always yanking people out of the middle of one thing to work on another that is suddenly the highest high priority among all the other tasks all of which are high priority, then you'll always get less done. Some random assortment of stuff will get done, but it doesn't look important, at least not any more important than the stuff that didn't get done. No one will be happy. Some concerns will go entirely un-addressed. And no amount of deadlines or estimation will fix that.
I'd much rather be working for a good prioritizer than the world's best psychic estimator and the world's best deadline forecaster anyday.