[Quantum theory’s] peculiarity is such as to raise with some force the question of whether this is indeed what subatomic nature is ‘really like’ or whether quantum mechanics is no more than a convenient, if strange, manner of speaking that enables us to do the sums.
–John Polkinghorne, Quantum Theory: A Very Short Introduction
Three is an amazing age. The three-year-old’s world is packed full of mysteries waiting to be unravelled, and the brain has just developed the capacity to reason, to piece together how things work, to ask why. When children are prone to asking why incessantly, we call them curious. When the why bug persists into adulthood, they usually prefer to be called scientists. It’s the motivating force of much of scientific research, but there are hints to suggest that some scientific frontiers could be approaching the limits of why.
Quantum physics is weird. Even people who don’t know what quantum physics is know that it’s weird. Weird is great fun, but it makes scientists slightly uncomfortable. We want the Universe to behave in a way that is neat, tidy, and above all, sensible. We humans, we watery oozing bags of miraculously sentient meat, have taken it upon ourselves to understand the machinery that underpins the entire cosmos, and furthermore, we think it would only be polite for it to conform to what we think is reasonable. (What’s truly astonishing is how far “what we think is reasonable” has brought us; it’s proved to be the theoretician’s most powerful and efficient guiding light in finding mathematical models that correspond closely with the forces of nature. The Universe gels uncannily well with the whims of human aesthetics.)
What causes such consternation with quantum theory? In the case of gravity, we are relatively (lolz, wordplay) happy to accept the theory as “the way things work” without an immediate unsatiated hunger for a deeper level of explanation. What explains the difference? The main difference is that the behaviour of gravity is less contradictory to the logic experienced in everyday life; it has branded itself on our intuition so that we don’t hear it crying out to be “explained more deeply” in the way we do with QM. Even its relativistic incarnation (thanks, Einstein) is palatable once you get used to the bendiness of space. Now, of course, scientists are scientists, and so in fact they are hunting for deeper mechanisms to account for the presence of gravitational attraction. Gravity has actually become a major puzzle for theoretical physicists, but those open questions don’t trigger the queasiness many feel at the lack of satisfactory answers to interpretative questions in quantum theory. The maths works, but the intuition wants something better. But suppose we uncover a “deeper” explanation for quantum theory – what then? Will we be happy? We will be happier if it makes more intuitionistic sense, if it seems simpler, if it better reflects our gut feeling for the way the universe should be. But why should the Universe adhere at quantum scales to our experiences of the phenomena that manifest at a much larger scale?
I desperately want there to be a neater, more elegant explanation of the Universe than our current hodge-podge of quantum (field) theory, general relativity, the Standard Model and its increasingly chaotic bestiary of particles, dynamics at the macro scale, string theory, etc, etc. Past experience suggests that when things get so complicated, an undiscovered simpler interpretation is usually waiting in the wings. (Update: the last two sentences may demonstrate my ignorance of theoretical physics concepts I haven’t yet covered. It is true that disparate looking models can emerge from an elegant common mathematical foundation.) Quantum theory, though, is just weird, and we want to find a why for it in the hope that it’ll look less bonkers then. I’d like that, but I’m not sure it makes sense. What if the why is more bonkers, not less? What if the first why is neat and tidy, but lurking below that is another level abhorrent to our adulation of elegance? Does the whole thing bottom out eventually? Like the inquisitive child, what’s to stop us asking why over and over, ad infinitum?
There’s no limit to how deep the rabbit hole could go, but equally there’s no reason it should go on forever. We see this in mathematics – you can’t ask why forever, and must eventually put up with taking extremely low-level truths on trust (for example, the truth for any must be accepted as “that’s just what zeroness means” and can’t be proven without taking something else on trust instead). I don’t think an infinite recursion of explanations of physics is plausible, whether it ends close to the elegant mathematics we are now uncovering, or much further down the line. It can’t be turtles all the way down, all with different behaviours and appearances and temperaments. Eventually, you have to say to the precocious toddler “because it just is”. Though there’s always more to learn, eventually there comes a point where there is no why.
Further reading: https://en.wikipedia.org/wiki/M%C3%BCnchhausen_trilemma
 And whaddaya know? Go down that low in mathematics and everything starts to get weird.