The paper that introduced batch norm, adaptive instance norm, attention heads, or any module used in a network have an extensive discussion of the motivation for their existance, some derivation or proof that they do what you want, and an empirical test to show it helps in practice. The reason some losses allow GANs to converge in certain situations while others don't isn't a complete mystery, there is theory that supports this.
Researchers designing new models are considering weak points in old approaches, identifying why they aren't working correctly, and proposing something new that solves a part of the problem. All of this is done by looking at the math behind all the operations in the network (or at least the parts relevant to a certain question).
That nobody really knows how AI works is one of those myths told by the media. Just because the model weights aren't interprable doesn't mean we don't know why that model works well. It just takes quite a bit of maths knowledge to really understand state of the art models. All that knowledge is also easily packaged into modern frameworks that make it easy to use without a deep knowledge of why it works. All of this contributes to the feeling that nobody really knows what's going on, while in reality it's onky the majority of people that don't know what's going on ;)