You are confused. The word you are looking for is "causation". You want to say that correlation does not imply causation. In other words, the fact that A and B are correlated does not imply that A causes B or that B causes A.

Price and difficulty are highly correlated. Just look at the graphs. It is pretty obvious. Keep in mind that totally unrelated things can be correlated (that's called a coincidence).

Anyway, it is easy to make the case that price influences difficulty: If the price goes up, more people mine and the difficulty goes up. If the price goes down, less people mine, and difficulty goes down.

It is not so easy to make the case that difficulty influences price, though you could make this case: difficulty and price are both influenced by interest in bitcoin.