Well since we still don't have any great explaination for the 200 year old double slit experiment, how do you know it is photons moving around? Could be star sized tsunami waves of light trashing about collapsing into photons when finally measured.
I'm duty-bound to point out that this is only true in a philosophical, interpretive sense based on the aesthetics of explanations. Scientifically it's completely understood.
Science is just a way of compressing what we perceive with our senses into compact descriptions that our easy to memorize and understand by human beings. That is all. In the words of Neil Bohr, "Physics is to be regarded not so much as the study of something a priori given, but rather as the development of methods of ordering and surveying human experience.".
I don't think this is true. The axioms can be testable, in which case you can do a little better than faith and say that "well, this is how it seems to work." For example I could have a theory that when I press the gas pedal my car moves forwards. Later on I could discover another theory that explains why that theory is true, but in the meantime I'm better than faith but worse than complete fundamental knowledge. That's where physics is - if we had complete fundamental knowledge many of us would go home, having nothing left to do.