Eliezer,
I agree with what you’re saying. But there is something to this “everything is connected” idea. Almost every statistical problem I work on is connected to other statistical problems I’ve worked on, and realizing these connections has been helpful to me.
When I do this demo in class (see here for details or here for the brief version), I phrase it as “the percentage of countries in the United Nations that are in Africa.” This seems less ambiguous than Kahneman and Tversky’s phrasing (although, I admit, I haven’t done any experiment to check). It indeed works in the classroom setting, although with smaller effects than reported by Kahneman and Tversky (see page 89 of the linked article above).