Our ancestors tried to make sense of the world around them. Some things seemed to make sense quite readily. Other things appeared to need an explanation that was outside anything they could experience, so they thought up explanations that seemed to make sense, but were not contemporarily testable.
Some of the explanations don't actually explain anything - an never did explain anything. They were like "God must have done it!" which is equivalent to "It must be magic!"
For the most part, though, it probably did not occur to most of them to test their explanations. Moreover, they often did not even consider the consequences of their explanations. (Those "expected consequences" are the conditions against which one would test the explanation.
Modern cosmologists try to make sense of the cosmos. Some things seem to make sense quite readily. Other things appear to need an explanation that is outside anything they can experience, so they think up explanations that seem to make sense, but are not currently testable.
Consider it a place-holder. We may one day decide that some of these explanations are insufficient or we may figure out a way to test the idea or we may wait for the technology to come along - but they aren't giving up and saying "It must be magic!"
