Users change their behavior when they know they are being observed.
<aside> ℹ️ The Hawthorne effect is a theory that describes a type of reactivity in which individuals modify an aspect of their behavior in response to their awareness of being observed.
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Have you ever used an incognito in Chrome or Youtube? That's partly because you care about your privacy, but also because you know you'll be retargeted by ads related to the content you search. Hence why you change your behavior.
The name “Hawthorne effect” comes from a series of studies carried out in the 1920s at Hawthorne Works, a Western Electric phone-manufacturing plant; these studies aimed to understand how the amount of light on a work floor impacts productivity.

To a certain degree, the Hawthorne effect occurs in all user research –- ranging from field studies to user testing. It is closely associated with the social-desirability bias, which is well-documented among the survey respondents and, as we see below, applicable in other user-research methods. The critical point is that people tend to answer questions in a manner that would make them appear a “better” version of themselves, inflating the number of positive traits and denying or minimizing those perceived as unfavorable by society.
The Hawthorne Effect or Observer Bias in User Research
Light up Your User Research – Understanding the Hawthorne Effect
Hawthorne Effect Definition: How It Works and Is It Real
Implications of Hawthorne effect on users behavioral psychology
Influence of the Hawthorne Effect on User Behavior: Implications for UX Research