This is also true of lots of human research, there's always a theory side of research that guides the experimental side. Even if just informal, experimental researchers have priors for what experimental verification they should attempt.
Yeah, there’s an infinite numbers of experiments you could run but obviously infinite resources don’t exist, so you need theory to guide where to look. For example, computational methods in bioinformatics to guess a protein function so that experimental researchers can verify the protein function (which takes weeks to months for a given protein function hypothesis) is an entire field.
You need to search in both likely and unlikely places. This is pretty common in high dimensional search spaces. Searching only in the most likely places gets you stuck in local minima
