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We critically examine the role that correlations established between a system and fragments of its environment play in characterising the ensuing dynamics. We employ a class of dephasing models where the state of the initial environment represents a tunable degree of freedom that qualitatively and quantitatively affects the correlation profiles, but nevertheless results in the same reduced dynamics for the system. We apply recently developed tools for the characterisation of non-Markovianity to carefully assess the role that correlations, as quantified by the (quantum) Jensen-Shannon divergence and relative entropy, as well as changes in the environmental state, play in whether the conditions for classical objectivity within the quantum Darwinism paradigm are met. We demonstrate that for precisely the same non-Markovian reduced dynamics of the system arising from different microscopic models, some will exhibit quantum Darwinistic features, while others show no meaningful notion of classical objectivity is present. Furthermore, our results highlight that the non-Markovian nature of an environment does not a priori prevent a system from redundantly proliferating relevant information, but rather it is the system's ability to establish the requisite correlations that is the crucial factor in the manifestation of classical objectivity.