Statistics only mislead if you lose the context in what they are saying.
If you use run differential as a record predictor, you will be disappointed. If you use it to look at outliers (like DET, CHC, TB, CIN or LAA), you then can go look deeper into those situations and figure out why they are outliers.
NFL Example: The Vikings won the NFC North in 2022 with a record of 13-4 while having a -3 score differential. The Run differential was a big clue that their record was inflated from the talent of the team. And in proof of that they were beaten handily in the playoffs.
MLB has a larger sample size, so that probably isn't quite as easy to seperate, but I'd look at their run differential against winning teams vs losing teams. Did they score a LOT against bad teams and barely squeak by against good teams (i.e. inflating the run differential)? Did they have a good/bad BP and win/lose a high percentage of close games?
Stats are always indicators to dig deeper.