The core of quantum machine learning is to devise quantum models with good trainability and low generalization error bounds than their classical counterparts to ensure better reliability and interpretability. Recent studies confirmed that quantum neural networks (QNNs) have the ability to achieve this goal on specific datasets. In this regard, it is of great importance to understand whether these advantages are still preserved on real-world tasks. Through systematic numerical experiments, we empirically observe that current QNNs fail to provide any benefit over classical learning models. Concretely, our results deliver two key messages. First, QNNs suffer from the severely limited effective model capacity, which incurs poor generalization on real-world datasets. Second, the trainability of QNNs is insensitive to regularization techniques, which sharply contrasts with the classical scenario. These empirical results force us to rethink the role of current QNNs and to design novel protocols for solving real-world problems with quantum advantages.