Long-standing common lore in fundamental physics insists that the problem of developing a high-energy theory of quantum gravity (QG) is a job for the theoretical physicist, which is largely unconstrained by empirical data. But QG phenomenology --- focused on the link between QG research and the world --- is a field of research with its own long history. So, it is probably not the case that contemporary currents within theoretical QG research are simply detached from the data-oriented focus of the wider discipline. Why, then, does the lore say theoretical QG research is “largely unconstrained by empirical data”? Part of the difficulty in answering this question is that the claim is ambiguous: is it saying something about our current theories of fundamental physics already accounting for nearly everything we may empirically access? Or is it saying something about the “problem” at the heart of QG research being underspecified? Or is it saying something else entirely --- perhaps merely that the relevant community has come to regard articles in QG research with only superficial contact with data as, nonetheless, satisfying standards of “good scholarship”? In this talk, I will critically reflect on the standard lore, which ultimately has to do with the relationship between QG phenomenology and contemporary currents within theoretical QG research. Toward that end, I will draw on phenomenological research done in the context of both large-scale astrophysics and cosmology, as well as QG experiments performed 'on the tabletop'. Note that my perspective throughout will be that of foundations, i.e. the philosophy of physics. Consequently, this talk will not be a review of results obtained in QG phenomenology that might or would bear on explicit proposals within QG research (in the sense of numerical constraints on possible novel microscopic physics, e.g. Lorentz violations or fundamental stochasticity).