This question is an addition to the following question. Nielsen and Chuang open the discussion of the unitary freedom on the ensemble for density matrices by pointing out the common fallacy to suppose that eigenvalues and eigenvectors of a density matrix have some special significance.
They illustrate this by showing that two distinct ensembles might give rise to the same density operator. I do understand this part of the argument. However, where I struggle is the comment at the beginning of the example, where they state
For example, one might suppose that a quantum system with a density matrix $$ \rho = \frac{3}{4} |0\rangle \langle 0| + \frac{1}{4} |1\rangle \langle 1|. $$ must be in the state $|0\rangle$ with probability 3/4 and in the state $|1\rangle$ with probability 1/4. However, this is not necessarily the case.
They proceed at this point with the example and show another ensemble that gives rise to the same density matrix as above. My problem with the sentence is that the factors 3/4 and 1/4 are not related to the probabilities of the states $|0\rangle$ and $|1\rangle$.
The problem I have is that the very definition of a density operator states that for an ensemble $\{p_i, |\psi _i\rangle\}$ with quantum states $|\psi _i\rangle$ and corresponding probabilities $p_i$ the density matrix is given by $$ \rho \equiv \sum_i p_i | \psi _i\rangle \langle \psi _i | $$
So in other words, the system with $$ \rho = \frac{3}{4} |0\rangle \langle 0| + \frac{1}{4} |1\rangle \langle 1|. $$ must be in the state $|0\rangle$ with probability 3/4 and in the state $|1\rangle$ with probability 1/4 as given in the definition.
Nonetheless, as the example of Nielsen&Chuang shows, a density matrix is not uniquely associated with one ensemble, so it is also true that a system with $$ \rho = \frac{1}{2} |a\rangle \langle a| + \frac{1}{2} |b\rangle \langle b| = \frac{3}{4} |0\rangle \langle 0| + \frac{1}{4} |1\rangle \langle 1| $$ must be in the state $|a\rangle$ with probability 1/2 and in the state $|b\rangle$ with probability 1/2.
In my opinion, this should not be a problem as those are distinct states and hence have different probabilities.
So why do they call it a common fallacy to think like that? Where lies my misunderstanding?