Here’s one theory, courtesy of my recent Steven Landsburg kick:
Steven Pinker points out that understanding the origin of the universe is not a terribly useful skill; it confers no reproductive advantage, so there’s no reason we should have evolved brains capable of thinking about such a question. Nature is too good an economist to invest in such frivolities.
-Steven Landsburg, More Sex Is Safer Sex: The Unconventional Wisdom of Economics, p.190.
I think there’s something to it. Though our ignorance of the answer to the question probably has more to do with its sheer magnitude.