Right. No one knows what light actually is.
There are a few like that. When I talk to students about energy, I always start out by saying that I am happy to talk about energy, just don’t ask me what it is. Because I don’t know. Nobody does, other than in terms of abstractions, “the ability to do work”, a potential field, a property of matter, the conserved quantity associated with the temporal invariance of the Lagrangian density. But what is it, really, in its essence (and no dodging by invoking Special Relativity)?