Before there can be answers there must be questions. Theoretical physicists come up with new possible questions that are later narrowed down and answered by experimentation and observation.

The fact that there is an ongoing process of scientific discovery that has continued unabated, while theological knowledge remains stagnant or even decays, is alone enough reason to give credence to even the most far-fetched theory that might one day have a hope of being tested.

To summarize, hard science like theoretical physics is not about beliefs or answers or end goals, it's about a continual process of expanding knowledge, guided outward by the imaginations of theoreticians.