The question implies that anything established as fact need not and should not be researched. Science thus should NEVER ask "Why?" if you're right. The only legitimate question is "Is that fact or non-fact?"
I'd guess most research is aimed at understanding something we know to be true but not necessarily why it is true. As we sometimes patiently explain to creationists here, "Theories do not grow up to be laws. Theories explain laws."
Anyway, you can fight it out with those of your side condemning evolutionists for never asking "Why?" We seem to be getting it from both sides just now.
Your puzzlement is reflective of some misconception that science is reasoned and argued the way religion seems to be, from supposedly revealed authority and supposedly unshakeable fact. That's why people from your side are always telling us evolution is religion. That may appear true if you think everything is about religion, or you just don't know any other way of approaching things.
Your 'knowledge' as to the truth of evolution is really based on a considerable amount of faith. You believe evolution is true, but you do not know why it is true. If fact, it may not be true at all. sounds like a religion to me. Of course, I am obviously referring to macro-evolution.