An impenetrable, insoluble mystery? I suppose such a thing is possible, but mankind hasn't encountered a single mystery in the physical realm that it hasn't eventually unlocked.
The human race is still on a path of discovery. I think most would agree that we're still a very long way off from understanding it all, though we are making steady progress. If I manage to live to 100, I know that I'll be living in a world that I could scarcely even dream of when I was a kid. I can't even begin to imagine the miracles my children and grandchildren will witness in their elder years.
What of the highly problematic relationship between quantum mechanics and general relativity? The cause of gravity?