It's the wrong color! Everyone knows clay is red!
I watched a YouTube movie clip in which a German sniper shoots a sandbag at an allied observation point and the bag held a blue clay. One of the German characters then explained to a superior officer that clay of that color came from a certain depth (something like 15 meters) and that he suspected the allies were digging a tunnel. The superior officer didn't buy that an explosion that deep could harm them any.
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