There are exceptions to the way inheritance normally works. One example is a type of mutation called an inversion. In an inversion, a segment of DNA has detached and then reattached in the reverse direction. The segment is therefore flipped so that it reads backwards compared to the rest of the DNA sequence.
Inverted segments of DNA cannot recombine. A child will inherit that entire segment or none of it. When two distantly related people inherit the same long inverted segment, it makes them seem more closely related than they actually are.
The chance that two distant relatives will both inherit the inverted segment of DNA decreases with every generation. This makes it less likely that both distant relatives will inherit the block, but it is still possible.
Our test cannot detect if you have inverted segments of DNA, nor are inversions the only possible mutation that can have a similar effect on your predicted relationship. Inversions though are a reason for you to have a long (in centiMorgans) segment in common with a distant cousin.