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Theoretical treatments of frictional granular matter often assume that it is legitimate to invoke classical elastic theory to describe its coarse-grained mechanical properties. Here we show, based on experiments and numerical simulations, that this is generically not the case since stress auto-correlation functions decay more slowly than the elastic Green's function. It was shown theoretically that standard elastic decay demands pressure and torque density fluctuations to be normal, with possibly one of them being hyperuniform. Generic compressed frictional assemblies exhibit however abnormal pressure fluctuations, failing to conform with the central limit theorem. The physics of this failure is linked to correlations built in the material during compression from a dilute configuration prior to jamming. By changing the protocol of compression one can observe different pressure fluctuations and stress auto-correlations decay at large scales.