Bhagavad Gita, Chapter 9, Verse 12
Of vain hopes, of vain works, of vain knowledge, and senseless, they verily are possessed of the delusive nature of Râkshasas and Asuras.
That same real failure to recognize is described here as carrying real, lasting consequences, not staying harmless.
Krishna doesn't just note the misunderstanding, he traces what it actually leads to, wasted effort and false direction. The cost of missing something real is described as genuinely real too.