The worst kind of theory is the theory that explains everything – it closes the box lid and declares playtime over.
The best kind of theory is the theory that allows us to gauge the staggering extent of our ignorance a little better – it leaves us a world ridden with holes, gaps, and fissures, ready for exploration.
The best theory should make us feel less knowing than we felt before. Not because it doesn’t tell us anything about the world but because it does, because it expands the world, because it reveals the world to be far larger than we could ever have imagined. Yes, good theory does tell us something about the world and that increases our ignorance.
People talk of science as though it were gradually filling in all the gaps, tarmacking every last pothole of existence - just a few more to go! I can't speak for all science, of course, but one thing is for sure: science has increased our sense of ignorance at an exponentially faster rate than it has increased our knowledge. It was only in the 1920s that the existence of other galaxies was proven among astronomers. We went from one galaxy to hundreds of billions (at least) in a matter of decades! And yet we are told that we must think the absolute?! That if we fail to think being qua being then we are hemming ourselves in to our subject-worlds? That we either have the absolute or we die of claustrophobia?
No, it’s the opposite, again. Theory must put us on the path to exploration (and, yes, explanation) instead of wetly whispering in our ear 'don't ever go outside, you have all you need here with me.' It is Theory that is the shut-in.