Part of the reason we try connecting dots and building out narratives beyond where evidence supports is social. Connecting people needs some collective focus and direction, that tends to be highjacked by the management of the group.

We go from Steve Jobs, to Tim Cook.

So the question each of us has to ask, are we a part of this group because we are curious, or because we want to be part of the group and the strength of the group. Both are reasonable, but not always compatible. As you point out, what there is to discover is infinite and as sentient, physically specific beings, we do need some sense of identity. Which is much easier to establish individually, if the environment isn't currently requiring us to band together for survival.

Our current survival, if we haven't entirely gone off the grid, depends on being connected to the financial system. Which is its own mystery and one those controlling it do their best to obscure.

Sometimes those are the biggest, most important mysteries, the elephants in the room, hiding in plain sight. When one part of the communal organism is predating on the rest of the organism, it's called a cancer. How can we slice through those Gordian knots?

Very, very carefully. These are the ones that can make a mystery out of your fate.

As for those mysteries "out there," they are in here too, but we've been taught to ignore them. Though occasionally they do dance through our eyeballs.