There are lots of possible explanations. :)

Technologically, we've already created instruments that can detect things we can't detect. Sure, those things then became part of perceptible reality, but there's no reason to assume there isn't more lurking out there that we don't know about yet.

Evolutionarily, our bodies only have one "purpose" (I don't think you can ascribe purpose, meaning, or intent to evolution, but: such as it is): to survive and reproduce, thus continuing the chain of life. That's what these meat suits, which include our brains, do. They're not really truth-seeking tools. There's no reason to assume the world is anything like what we perceive it to be, since literally all of our sense perceptions are translated through the human body.

As far as I know, both religions I know much about, Hinduism and Christianity, teach versions of this also. If we were capable of true knowledge without intervention, why would God become manifest on Earth? Adam and Eve ate from the Tree of Knowledge and Fell, which separated them from God. Jesus came to earth to take away our sins, which allows us to return to God. He reminds us to live righteously, but he also gives the two commandments to love God and love your neighbor. And what are all the sins? Getting caught up in worldly things that cause you to hurt others or forget God: lying, stealing, murder, etc. which hurt your neighbor, and vanity, envy, lust, etc. which cause you to forget about God.

In Hinduism the story is similar but told with different words. We even have a tradition of God being made manifest in human bodies, just like Christians do. We are all a part of God, but we don't know it. The purpose of life is to live according to our dharma so that we can perfect our knowledge once more. Asceticism is pretty big in Hinduism for the same reason that the sins exist in Christianity; getting caught in the desires of the flesh causes you to forget the truth, which is that you are not this body or this mind but a child of God whose job is to see beyond the illusion of this reality and reunite with him. (And then there's a lot more stuff related to dharma which is why I said that it seems like social control. :) )

So in some way, shape, or form it seems like most ways I have of making sense of the world -- science, technology, and reason; and also both the religions that I've studied, all agree that there's probably more going on than just what I can perceive.

I really apologize if anything I've said is a really offensive heresy.