From the "actually" in the second, it seems as if you're endorsing that one, in which case presumably "a very good mathematical explanation" is intended as a criticism. Which doesn't make any sense to me.

I was implying that it is a rationalization. Perhaps a fair one - I have no ready counterargument available - but not the real reason for the behavior.

It's not necessarily that concrete better explanations occur to us. It's that we have a heuristic that tells us there should be one.

Yes! Exactly. And moreover - that heuristic is, as you say, useful. What is the heuristic measuring, and why?

Skipping ahead a bit: The ability to notice which improbable things require explanations is, perhaps, the heart of scientific progress (think of data mining - why can't we just run a data mining rig and discover the fundamental equations of the universe? I'd bet all the necessary data already exists to improve our understanding of reality by as much again as the difference between Newtonian and Relativistic understandings of reality). Why does it work, and how can we make it work better?