This is the objection that separates a serious proposal from a pitch, and any claim of quantum advantage in machine learning has to answer it.
To process classical data on a quantum computer, the data must first be encoded into a quantum state. For a dataset of any realistic size, that encoding is itself expensive — in many proposed schemes, expensive enough to consume the entire theoretical speedup before any computation happens. It is not a matter of faster interconnects; it is a structural feature of how quantum states are prepared.
Which is why the promising results involve data that is already quantum. There is no loading step for a measurement taken from a physical quantum system, so the bottleneck does not arise. That is a genuine and interesting research direction. It is also, for a company whose data is invoices and support tickets, not applicable.
When a vendor proposes quantum machine learning on your business data, the question that settles it is: how is our data encoded into the quantum state, and what does that encoding cost relative to the claimed speedup? A good answer is technical and specific. In the proposals we have seen, the absence of an answer is the most common outcome, and it is dispositive.