This sensible behavior can be confusing in a couple of contexts. To see what
we mean, try plotting x*I as x ranges from 0 to 10. What happens?

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The graph is completely blank. This makes sense if you remember that I
is not a variable, but is Mathematica's symbol for the square root of -1. As a
result, the expression that you tried is not real-valued for any value of
x.