Not at any cost of course, but the falsifications gathered e.g. in trying to disprove the string theory might also help us figure out what is actually going on.
How long did it take to go from Principia to General Relativity?
Maxwell's equations were first formulated in 1865, the "patch" to Newton's theories was formulated soon after (the luminiferous aether), the Michelson-Morley experiment proving the patch did not work was run in 1887, and the theory of special relativity was proposed in 1905 - so it took about 20 years at most between Newtonian mechanics being conclusively proven to contradict experiments and a new theory becoming proeminent. And special relativity was quickly replaced with general relativity (just 10 years later), because, despite its success, its limitations were immediately apparent.
Conversely, the electric field is just a potential. It's not made up of anything, it just describes how charged particles interact if they are in a particular place in space-time.
By that same token, we should keep looking for the fountain of eternal youth in El Dorado until it can be conclusively proven it doesn't exist.
A theory which is not falsifiable is not a scientific theory, at least in principle, and it is hard to tell why it should be entertained for quite so long.