doesnt this essentially mean that if we have some sort of unobserved heterogeneity and 2 variables that solely intervene with different groups in this unobserved heterogeneity there will always be biasness?

i just need clarification on a few points and i'll accept and upvote. "we do not expect to have $X'y_o = 0$ since we assume that the underlying demand affects both paid search ads aswell as $y_o$ ? thus demand spikes leads both our search ad spend to increase aswell as the $y_o$ creating a spuriious correlation making it impossible to separate the true effect of paid search ads spending? even if we intervene and randomize it we will still have other variables that correlate with $y_o$ hence "even if paid search ads are orthogonal to "sales to other users" $y_0$"?