Well, along with the religion case that whatshisface points out, there's also the problem that any theory of the nature of the universe has this problem. The problem here is not with the theory of the universe per se, but the fundamental limits of science itself.

Despite what seems to be a popular opinion, we are not actually obligated to curl up into a ball on the floor and cry about our inability to know anything just because science can't be definitive on some point. We just need to be aware of the limits of our knowledge. We have no choice; even in just our day-to-day lives, we are required to make all kinds of decisions for which science is either quiet, insufficiently informative, or (and this one may really hurt to think about too much) simply wrong.