Indeed, creating a useful ML model is more like research that it is like software development.

BTW, Scrum is not Agile. Scrum is a method advanced by two guys who retroactively claimed that it is "Agile" but the Agile Manifesto was written by 17 people and it pretty counter to Scrum. We talk a lot about that in the Agile 2 book. Scrum actually derailed the Agile movement.

But also, the Agile movement had the unintended consequence (amplified by Scrum) of disconnecting data analysis from the product development flow. Agile 2 tries to bring data back.