It doesn't have to be that way. My pandemic lockdown read was a 10 dollar Stats textbook[1], that comes with tons of classic examples: the Salk polio vaccine, a prosecutor misusing the multiplication rule using purely circumstantial evidence ("what are the odds that police pulled over the wrong couple matching 10 different pieces of description by the victim?"), the classic Gallup poll showing FDR would defeat Landon (versus incumbent _Literary Digest_ showing a Landon win), Gosset's history with Guiness, the early history of probability as gambling strategy, a controversy over Mendel's data on pea plant heredity being _too_ clean, and so on.
Sadly, while this book left me well prepared to apply statistical reasoning in my day job, it's departure from typical pedagogy left me feeling unprepared for further reading based on perusal of Stats Wikipedia -- what's a kernel? what's a moment? etc.
[1]: https://www.amazon.com/Statistics-Fourth-David-Freedman-eboo...
Although they all agree on the formulas and rigorous aspects, it is actually a challenging proposition to comprehend what someone is doing if you strongly see the world from one perspective and don't realise that academics are potentially approaching the interpretation in one of 3 other ways.
It adds a lot of dryness to the textbook because the author can really only talk about the objective parts in an introductory classroom setting. But if you're getting taught by a frequentist and have a subjectivity bent it is easy to spend a year or two confused before someone clues you in that there are unresolved questions of interpretation.
[0] https://en.wikipedia.org/wiki/Interpretation_of_probability
I see what you did there
Abelson, R. P. (1995). Statistics as Principled Argument. Psychology Press. https://www.routledge.com/Statistics-As-Principled-Argument/...
> In this illuminating volume, Robert P. Abelson delves into the too-often dismissed problems of interpreting quantitative data and then presenting them in the context of a coherent story about one's research. Unlike too many books on statistics, this is a remarkably engaging read, filled with fascinating real-life (and real-research) examples rather than with recipes for analysis. It will be of true interest and lasting value to beginning graduate students and seasoned researchers alike. The focus of the book is that the purpose of statistics is to organize a useful argument from quantitative evidence, using a form of principled rhetoric. Five criteria, described by the acronym MAGIC (magnitude, articulation, generality, interestingness, and credibility) are proposed as crucial features of a persuasive, principled argument. Particular statistical methods are discussed, with minimum use of formulas and heavy data sets. The ideas throughout the book revolve around elementary probability theory, t tests, and simple issues of research design. It is therefore assumed that the reader has already had some access to elementary statistics. Many examples are included to explain the connection of statistics to substantive claims about real phenomena.