The very effort of figuring things out, whether it's the behavior of natural systems or the properties of purely mathematical objects rests on the usually unspoken premise that things can in fact be figured out in some meaningful sense. That there are patterns to be found, that similar scenarios will play out similarly, and so on. Trying to prove that mathematically or scientifically isn't valid because it's begging the question. So instead we take the metaphysical position that yeah these things do have an underlying structure and that motivates us to try and figure out what that is.