“ Unforeseen surprises are the rule in science, not the exception. Remember: Stuff happens. ”
There is a philosophy that says that if something is unobservable -- unobservable in principle -- it is not part of science. If there is no way to falsify or confirm a hypothesis, it belongs to the realm of metaphysical speculation, together with astrology and spiritualism. By that standard, most of the universe has no scientific reality -- it's just a figment of our imaginations.
~ Leonard Susskind
At some point we have to give up and say that's just the way it is. Or, not give up and push on.
Extra dimensional theories are sometimes considered science fiction with equations. I think that's a wrong attitude. I think extra dimensions are with us, they are with us to stay, and they entered physics a long time ago. They are not going to go away.
Why is there space rather than no space? Why is space three-dimensional? Why is space big? We have a lot of room to move around in. How come it's not tiny? We have no consensus about these things. We're still exploring them.