This paper expounds that besides the well-known spatio-temporal problem there is a causal problem of entanglement: even when one neglects spatio-temporal constraints, the peculiar statistics of EPR/B experiment is inconsistent with usual principles of causal explanation as stated by the theory of causal Bayes nets. The conflict amounts to a dilemma that either there are uncaused correlations (violating the causal Markov condition) or there are caused independences (violating the causal faithfulness condition). I argue that the central ideas of causal explanations can be saved if one accepts the latter horn and explains the unfaithful independences by a stable fine-tuning of the causal parameters.