Contextuality and entanglement are valuable resources for quantum computing and quantum information. Bell inequalities are used to certify entanglement; thus, it is important to understand why and how they are violated. Quantum mechanics and behavioural sciences teach us that random variables 'measuring' the same content (the answer to the same Yes or No question) may vary, if 'measured' jointly with other random variables. Alice's and BoB's raw data confirm Einsteinian non-signaling, but setting dependent experimental protocols are used to create samples of coupled pairs of distant ±1 outcomes and to estimate correlations. Marginal expectations, estimated using these final samples, depend on distant settings. Therefore, a system of random variables 'measured' in Bell tests is inconsistently connected and it should be analyzed using a Contextuality-by-Default approach, what is done for the first time in this paper. The violation of Bell inequalities and inconsistent connectedness may be explained using a contextual locally causal probabilistic model in which setting dependent variables describing measuring instruments are correctly incorporated. We prove that this model does not restrict experimenters' freedom of choice which is a prerequisite of science. Contextuality seems to be the rule and not an exception; thus, it should be carefully tested.
Keywords: Bell inequalities; Bohr complementarity; Einsteinian non-signaling; Kochen–Specker contextuality; counterfactual definiteness and noncontextuality; entanglement; local realism; measurement independence; quantum nonlocality.