Buying players from the top five teams in Germany is problematic because of their dominance over the rest of the competition. The influence of overall team dominance on player performance creates a risk factor which is, by nature, difficult to adjust for.
For example, Christopher Nkunku (RB Leipzig) has become of the best playmakers in Europe this season by almost all advanced analytics. The eye-test indicates this, too, but just not to the same effect. However, he was surplus to requirements at PSG whilst the league was easier.
The ease of league, here, is in reference to PSG's relative dominance and not amongst the other 19 without PSG.

So, Nkunku's improvement is influenced by a plethora of reasons, the majority of which revolve around the team structure and their relative dominance over the rest.
For scouts and first team analysts the question becomes: how would this translate in our team? What external factors influence performance which we simply cannot account for? The difficulty lies in not the number of factors but the relative influence of that factor.
The oligopoly in Germany not only supplements and sustains external influence over performance but it builds the foundation for it, too. This means that these factors will remain so long as the oligopoly does. The same applies to hiring employees in a similar market.
A game-by-game analogy of the aforementioned is as follows:

Player A does X, Y and Z for Team P whilst Team P has 70% possession.

Player A can only do X and Y for Team P when Team P has 55% possession.

We know from analytics that team possession heavily impacts performance.
For example, Hakim Ziyech plays in a system with 65-70% possession as well as 65% territory. This greatly facilitates his archetype which is centred around high-risk high-reward plays. So, he often loses possession but it is inconsequential due to Ajax's dominance.
However, would he be as impactful for Wolves who emphasise retention and low-risk mid-quality plays especially in transition? For Chelsea, the impact of this element is reduced as Chelsea can replicate the environmental factors within which he currently operates.
This is why Jadon Sancho being viewed of as world class last season by some was not the case of good analysis but, rather, premature analysis as they had not seen Sancho play in a variety of situations that would force him to portray other elements of his skillset.
This season, Sancho played in a few games — small sample — with Dortmund having less possession (~35%) and territory (~43-46%) than the opponent. However, his game virtually remained the same with little to no negative variance. This was a litmus test for him and he passed.
So, when signing players from the Bundesliga one should shed light on the environmental factors that, in Germany, greatly impact performance. This allows for better analysis which leads to greater risk-reduction in decisions.
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