We consider the problem of the classical simulation of quantum measurements in the scenario of communication complexity. Regev and Toner (2007) have presented a 2-bit protocol which simulates one particular correlation function arising from binary projective quantum measurements on arbitrary state, and in particular does not preserve local averages. The question of simulating other correlation functions using a protocol with bounded communication, or preserving local averages, has been posed as an open one. Within this paper we resolve it in the negative: we show that any such protocol must have unbounded communication for some subset of executions. In particular, we show that for any protocol, there exist inputs for which the random variable describing the number of communicated bits has arbitrarily large variance.