Suppose the population regression function is as follows:
$$y=\beta_{0}+\beta_{1}x_{1}+\epsilon$$
In this case, the assumptions of the linear model for obtain unbiased and consistent estimates are satisfied, namely that $E[\epsilon| x_{1}]$=0.
However, we mistakenly estimate instead
$$y=\gamma_{0}+\gamma_{1}x_{1}+\gamma_{2}x_{2}+\epsilon$$
wherein $x_{2}$ itself is irrelevant in a causal sense, and is itself an outcome of $x_{1}$(the so-called bad control problem). Is it possible then, that the conditional mean independence fails now? In other words, is it possible that $E[\epsilon|x_{1},x_{2}]\neq0$ even though $E[\epsilon|x_{1}]=0?$ In other words, have we introduce endogeneity by including an irrelevant variable? If so, why? Wouldn't that correlation with the error term already exist?