To me, "follow the data" meant experimentally derived data -
First, it rarely translates that absolutely in practice. Second not everything reveals itself to the experimental approach. Third, what is called the observer effect is actual, and far more pronounce than most would think. Fourth, not all areas of exploration beyond materialism produce physical data. Fifth, style it as one will, it is still a clinging to the idea that the intellect, rationality and logic will lead to knowledge in any\/every area.