Let $|\psi\rangle$ be a Haar random state and let $|\psi^{\perp}\rangle$ be any state that is perpendicular to $|\psi\rangle$. Let us define
$$p_x = |\langle x| \psi \rangle|^2,$$ and $$q_x = |\langle x| \psi^{\perp} \rangle|^2.$$
For any choice of $x \in \{0, 1\}$, I want to compute the quantity
$$ {\mathbb{E}}[p_x q_x], $$ where the expectation is taken over the choice of the state $|\psi\rangle$. Is this exponentially small?
I know that since $p_x, q_x \geq 0,$
$$ {\mathbb{E}}[p_x q_x] \leq {\mathbb{E}}[p_x] \cdot \underset{|\psi\rangle}{\mathsf{max}}|q_x|. $$ Now, $q_x \leq 1$ and ${\mathbb{E}}[p_x] = 2^{-n}.$ Hence, $$ {\mathbb{E}}[p_x q_x] \leq 2^{-n}. $$
But is there a tighter bound?