Theory is the attempt to transcend phenomena. Something is gained: the ability to make part of the world your bitch. The unexplained and uncontrollable part goes dark but may someday bite you in the butt.
Engineers do that all the time, often with little or no theory, just observations, (and gut instinct) to guide them. Or they used to anyway. I'm more of an "apply the theory" guy myself, but I'm not slavish about it.