It's always this way in science: each newly accepted fundamental theory answers questions that preceding theories could not answer, but yet the new theory itself is limited and there will (always) be questions that it does not answer.
Example 1: Around 1850 James Joule empirically demonstrated the conservation of energy between work and thermal energy ('heat'). In those days a major practical problem with drilling was the amount of thermal energy ('heat') generated by the drill, and believe it or not this was not only considered unintuitive, but it was not understood by anyone until Joule. To see this, note that the way thermal energy ('heat') flows between objects of different temperatures can be (and was) conceived as the flow of a fluid. The heat equation and the diffusion equation are one and the same.
Anyway, in this framework the question remains "Why is work equivalent to thermal energy ('heat')?" The answer was to come in following generations who showed that thermal energy ('heat') in a macroscopic object was in fact identical with the kinetic energy of the constituent molecules. Similarly, the classical statistical mechanics of Maxwell and Boltzmann described entropy (formerly just an abstract quantity) in terms of (the logarithm of) the number of permutations of the particles in the system that leave the macroscopic observables unchanged. But these breakthroughs brought a new set of questions ('paradoxes') , some of which directly lead to the development of quantum mechanics e.g. the Plank distribution.
Example 2. More briefly, note that Maxwell unifed electric and magnetic fields but the reason for this unification was not clear until Einstein's special relativity. But I am sure many folks on these forums have thought of all kinds of questions that relativity has not answered (e.g. its postulates) !
For these reasons we can and will continue to refine our existing theories as time goes on. One problem is that mathematical refinement and improvement of existing theories does not interest anyone other than theorists unless you can predict new phenomena that can be observed, and fundamental particle physics is presently in a phase where only a handful f < 5 of new surprising experimental facts have appeared in over 30 years!