I rather like the 3rd answer on his blog (Doug D's). A slight elaboration on that -- one virtue of a scientific theory is its generality, and prediction is a better way of determining generality than explanation -- demanding predictive power from a theory excludes ad hoc theories of the sort Doug D mentioned, that do nothing more than re-state the data. This reasoning, note, does not require any math. :-)
David D. Friedman asks:
One of the commenters links to Overcoming Bias, but as of 11PM on Sep 28th, David's blog's time, no one has given the exact answer that I would have given. It's interesting that a question so basic has received so many answers.