In a large-scale replication effort, Klein et al. (2018, https://doi.org/10.1177/2515245918810225) investigate the variation in replicability and effect size across many different samples and settings. The authors concluded that, for any given effect being studied, heterogeneity across samples and settings does not explain failures to replicate. In the current commentary, we argue that the heterogeneity observed indeed has implications for replication failures, as well as for statistical power and theory development. We argue that psychological scientific research questions should be contextualized—considering how historical, political, or cultural circumstances might affect study results. We discuss how a perspectivist approach to psychological science is a fruitful way for designing research that aims to explain effect size heterogeneity.