It's not just you! Here's a lovely quote from an influential paper, "We offer no explanation as to why these architectures seem to work; we attribute their success, as all else, to divine benevolence." I think people went through a similar phase with steam engines. Lot's of practical engineering and heuristics to explain what works, before the emergence of a solid theoretical foundation (thermodynamics) to explain why.

https://arxiv.org/pdf/2002.05202