I don't think there's any deep relationship between the functions we find that fit observed data well, and those functions being generally useful at making out of class predictions.

Really, I was making a comment about https://en.wikipedia.org/wiki/The_Unreasonable_Effectiveness... which in my mind is still unresolved (that is: why do the math models we use for physical systems generalize so well, if we wouldn't expect them to do so?)