One major issue with astronomy is that the only thing we can measure is light.
Turning that light into distance directly can only be done using parallax which only works for a few dozen light-years on very large objects.
Once you go beyond those objects, everything else relies on converting the received light into a distance via assumptions and some kind of model.
Some of the assumptions seem trivial, like the physics in space are the same as the physics on Earth.
But the idea that space is essentially the same everywhere in all directions, is a nice idea but there could easily by something "very different" beyond our visibility horizon.
When I was doing my astrophysics masters, I found that observational measurements of distances and theoretical measurements were often very different.
It's fine to hypothesize about what would be required to make the "measurements" fit the models and call those things dark matter and dark energy. If those hypotheses are used to place bounds on things. But, so far, there doesn't seem to be much progress in determining how to turn those "dark" things into something testable.
It's like throwing God into the mix. Sure, it "solves" the problem, but without having specific properties/attributes, it doesn't add to our predictive capabilities.
Perhaps it's a "me" problem, but I think the fact that the universe exists means that it must follow fairly simple "rules". The standard model of particle physics is not what I would call "simple", nor is adding more and more terms to describe gravitational interactions. It seems unlikely that 4th order differential equations are being solved at Planck timescales throughout the universe, even if it knows what the initial conditions are/were.
If time and space are linked, and there is no global time, what does it mean to talk about the past of the entire universe?
Perhaps there are large-scale forces that have no measurable terrestrial equivalent?
Perhaps there are interactions between "objects" external to our observable universe?
While the Universe is under no obligation to be comprehensible, it also isn't likely obfuscating itself deliberately.
Although, according to Douglas Adams, once someone figures out the Universe, it will disappear and reappear as something even more inexplicable.