The ‘why’ in science is a result of the dogmatic procedure of science. The scientist will formulate his picture of reality, which is his intent, and then collect data. Reversing the procedure is a sure way to get old without geting anywhere.
If by "collecting data" you meant conducting a controlled experiment that can potentially falsify the picture of reality, then I'm with you. But to the extent that it might mean gathering existing data I must disagree.
In the latter case forming a hypothesis actually does put this in reverse. At that time the scientist comes up with an idea based at least in part on existing data as well as previous theory.
Approaching this from another angle: the scientist certainly can not and does not test his entire picture of reality, but only a specific subset of it. Being a mortal, there are some things he simply presumes and does not test.