The concept of traceability between artifacts is considered an enabler for software project success. This concept has received plenty of attention from the research community and is by many perceived to always be available in an industrial setting. In this industry-academia collaborative project, a team of researchers, supported by testing practitioners from a large telecommunication company, sought to investigate the partner company's issues related to software quality. However, it was soon identified that the fundamental traceability links between requirements and test cases were missing. This lack of traceability impeded the implementation of a solution to help the company deal with its quality issues. In this experience report, we discuss lessons learned about the practical value of creating and maintaining traceability links in complex industrial settings and provide a cautionary tale for researchers.