That's true. Right now there really isn't any theory that accounts for all the data. I just wish that more intellectual resources were being applied to something other than the big bang+inflation+cold dark matter+dark energy model.
Well, the big bang+inflation+cold dark matter+dark energy model does, but I, like many other physicists find the invocation of dark energy and dark matter to be a little too convenient, although not entirely artificial. Inflation is less controversial. The main reason that the money goes wjhere it goes is that no one has ever proposed anything that comes close to fitting even very much of the data. Scientists go in the direction that seems most promising in terms of being right. That can lead to going down blind allies, but in the long run has been self-correcting and much more so than any other way of doing science. Scientists have to speculate on things that no one has succeded at explaining before, so there's no way to be certain any path is correct, a priori. Scientist just go with what works until it no longer does.