It depends on the context when this is being said. I like to give everyone the benefit of the doubt. Let's say you see someone's boyfriend hugging another young lady. When people say "never assume" they are saying don't jump to any bad assumptions about what you just saw there. That girl could be his old school mate or his cousin or sister and they could be doing a friendly hug when they greet. Maybe she could be someone he knows and she had just lost her brother and he is hugging her for comfort. If this was your boyfriend, don't jump to any bad assumptions and ask him about it first like "Hey, I went to Wal Mart and I accidentally saw you there and you were hugging a woman, who was she?" and he could tell you "Oh that was someone I knew in high school and we dated for a week and I saw her there when I stopped there to get something and she is married and has kids now." If you trust him, you will believe him.
Unfortunately people assuming has ruined relationships friendships, got people thrown under the bus because of someone assuming the worst. Get all the facts and information first before you jump to any conclusions.
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Son: Diagnosed w/anxiety and ADHD. Also academic delayed.
Daughter: NT, no diagnoses.