The rest of your post confirms the truth of this statement. The puzzle that needs to be assembled is not the world itself, but a useful explanation or description of how it works. It is the description that is the puzzle, not the object of the description.
So yes, you do ask the wrong questions.
Bosh. Both go together, and both are characterized by intelligent design. You speak as if you've made a bold distinction, but you haven't. Besides, the world as it exists has far more evidence of intelligent design that a scientist's meager efforts to understand and sketch it out.
No, I don't ask the wrong questions. You make the wrong assumptions.