Despite the success of diffusion models in generating high-dimensional data, this paper argues that diffusion models do not overcome the curse of dimensionality. While diffusion models are assumed to learn statistical properties of the underlying probability distribution, the paper argues that in practice, due to the degradation of the target function in high-dimensional sparse environments, they fail to effectively learn such properties. Instead, the paper proposes that the inference process of diffusion models can be explained within a simple framework without statistical concepts.