We can state a lot of things in first order logic about natural numbers or set theory which are not provable (in some given set of axioms like Peano axioms or ZFC, you can extend the axiom set but then one can generate a new unprovable statement if not a contradiction).
The issue here is first order logic is complete for statements that are true for all models of the axioms. As an example, imagine a infinite land which cant be completely described by any computable map(a programmable set of facts about the territory). The map will only tell you some true things about the territory.
But we can say this - if there is some statement that the map cant decide, then there are two different territories for both of which the map is accurate, and the statement is true for one territory and false for another. So the deductive system is complete description of true statements which hold for all territories for which the map applies.
But if we are interested in a single given territory, no computable system of facts suffices. For example deciding whether a diophantine equation has solutions in the standard set of Natural Numbers or a more familiar example for this site, whether a program halts. No computable deductive system(ie there is a program which generates all deductions) will suffice.