But you can say things like this
someone said they saw a brown cow
Some cows are brown
But we don't have any brown cows here
No one would misinterpret a knocking sound
sorry if you misunderstood, but there was no knocking sound
In this case it's not about something that doesn't exist. But the absence of something that can exist, but isn't present in the actual mystery.
I can say some cows are brown til the cows come home. But there are no cows in my yard is also true.
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