An appalling lack of faith in both Occam's and Einstein's worldviews. More horrifying details in my Ignite! talk on the topic.
This relationship, or more accurately inconsistency, is due to argumentatively-influenced judgments on a naturalistic search space. Even in children, it is observed that argumentation is rife with confirmation bias and logically arguing to absurd positions . While argumentation allows us to build hypotheses, it also gets us stuck in a conceptual minimum (my own ad-hoc phrase). In a previous post, I pointed to recent work on how belief systems and associated systems of argumentation can shape our perception of reality. But, of course, this cannot will the natural world to our liking. In fact, it often serves to muddy the conceptual and theoretical waters . Therefore, you often have a conceptual gap unrelated to problem incompleteness which we will flesh out in the rest of this post.
The first point to be made here is that such an inconsistency introduces two biases that shape how we think about the simplest explanation, and more generally about what is optimal. First of all, can we even find the true simplest explanation? Perhaps the simplest possible statement that can be constructed cannot capture the true complexity of a given situation. This is particularly true when there are competing dimensions (or layers or levels) of complexity. Secondly, and particularly in the face of complexity, simplicity can often be a foil to deep understanding. Unfortunately, this is often conceptualized of and practiced upon in a destructive way, favoring simple and homogeneous mental models over more subtle ones.
How to dream of complex sheep....
So complexity introduces a secondary bias at best and serves as a severe limitation to achieving parsimony at worst. One might expect that experimentally verifying a prediction made in conjunction with Occam's Razor requires finding an exact analytical solution. Finding this proverbial "needle in a haystack" requires both a multi-criterion, algorithmically-friendly heuristic solution in addition to a formal strategy that often defies intuition. Seemingly, the simple solution cannot keep up.
I found it! It was quick, but I was also quite lucky,
 The Simplicity Paradox. Stumbling and Mumbling blog, September 9 (2014) AND Krugman, P. Simply Unacceptable. The Conscience of a Liberal blog, September 5 (2014).
 This is not to equate parsimony with methodological snake oil -- in fact, I am arguing quite the opposite. But I am merely pointing out that parsimony is an incomplete hypothesis for acquiring knowledge.
 For more, please see this Synthetic Daisies post: Alicea, B. Argument from Non-Optimality: what does it mean to be optimal? Synthetic Daisies blog, July 28 (2013).
 Kantorovich, A. Scientific Discovery: Logic and Tinkering. SUNY Press, Albany (1993).
 I say "even" in children even though the latter (logically arguing to absurd conclusions) is often expected from children. But we see these things in adults as well, and such is the point of argumentation theory. For more, please see: Mercier, H. Reasoning Serves Argumentation in Children. Cognitive Development, 26(3), 177–191 (2011).
 While there are likely other (and perhaps better) examples, I am using a reference cited in : Gigerenzer, G. Bounded and Rational. In "Contemporary Debates in Cognitive Science", R.J. Stainton eds. Blackwell, Oxford, UK (2006).
 lukeprog Statistical Prediction Rules Out-Perform Expert Human Judgments. LessWrong blog, January 18 (2011).