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In recent times, there have been major developments in two distinct yet connected domains of quantum information. On the one hand, substantial progress has been made in so-called randomized measurement protocols. Here, a number of properties of unknown quantum states can be deduced from surprisingly few measurement outcomes, using schemes such as classical shadows. On the other hand, significant progress has been made in quantum machine learning. For example, exponential advantages have been proven when the data consists of quantum states and quantum algorithms can coherently measure multiple copies of input states. In this work, we aim to understand the implications and limitations of combining randomized measurement protocols with quantum machine learning, although the implications are broader. Specifically, we investigate quantum machine learning algorithms that, when dealing with quantum data, can either process it entirely using quantum methods or measure the input data through a fixed measurement scheme and utilize the resulting classical information. We prove limitations for the general class of quantum machine learning algorithms that use fixed measurement schemes on the input quantum states.Our results have several implications. From the perspective of randomized measurement procedures, we show limitations of measure-first protocols in the average case, improving on the state-of-the-art which only focuses on worst-case scenarios. Additionally, previous lower bounds were only known for physically unrealizable states. We improve upon this by employing quantum pseudorandom functions to prove that a learning separation also exists when dealing with physically realizable states, which may be encountered in experiments. From a machine learning perspective, our results are crucial for defining a physically meaningful task that shows fully quantum machine learning processing is not only more efficient but also necessary for solving certain problems. The tasks at hand are also realistic, as the algorithms and proven separations hold when working with efficiently preparable states and remain robust in the presence of measurement and preparation errors.