The surprising thing is that the models generate predictions far beyond the domains they were designed for (and far beyond the original knowledge of the people making the models), and that the predictions are so mindbogglingly accurate that there seems to be Something Else going on.
See the Unreasonable Effectiveness of Mathematics link below.
Yes -- and I can't resist citing antimatter as a perfect example. Dirac's Equation had two symmetrical results (sort of like a quadratic), and Dirac wasn't sure about the physical meaning of one of them. After antimatter was detected, Dirac was asked why he didn't simply predict antimatter himself based on a literal interpretation of his equation's implications. He replied, "Pure cowardice."
Surprising thing: Math's not the only modeling medium that can be Unreasonably Effective.
Unreasonable Effectiveness of Mathematics: Know; saw; upvoted apropos reference already.
What happens is that we invent crazy math that is not supposed to have applicability, then some years go by and it's like, oh my God, quantum mechanics is somehow exactly all about the operation of unit Hermitian matrices... how crazy is that?? etc.
If it were some kind of model that we are able to successively refine, the progress of discovery would look something like a Taylor series, and it would be no surprise that we are eventually able to model phenomena within some tolerance epsilon.
But that is not what is happening! Rather, it's that we discover that some large and sophisticated piece of math, for which we had not thought of any particular applicability, turns out to exactly represent specific advanced physical phenomena. This happens over and over.
That leaves "mythology", which I'm not convinced is a proper modeling medium at all.
The challenge is in determining which surprising aspects of the model have faithful correspondence to the domain and which are nonessential artifacts of the modeling medium.