This is sort of like the opposite of the gamblers fallacy, although it's not the "inverse gamblers fallacy". For instance, if I observe that in some condition, the expression of Gene A is elevated with p-value 1e-3, and the expression of Gene B is elevated with p-value 1e-4, I might say that this event has p-value = 1e-7. Except that implicitly assumes these two genes are uncorrelated (which is not usually true in practice even under the null hypothesis of neither gene being associated with the condition).
Is there a name for this kind of error?