Not entirely true. Science is currently considering things that can only be inferred such as dark matter and dark energy. In fact, those two things are literally things that most scientists are acknowledging that they don't know and cannot really measure or observe. I guess the inferences are based on measurements though.
That's what's called a hypothesis. Then the means are created to test the hypothesis. If a test can be repeated with the same result, then the hypothesis is proven. This is how deductive reasoning works.
What I said is true because the hypothesis of dark matter is based upon observations which in of themselves are based on pre-existing proven laws. So even dark matter is at least loosely connected to established science. A theory that is not based on any prior principles is called conjecture, and to science anything that is not deducible by reductionist means is conjecture.
The things that science doesn't currently know don't speak to a problem with the scientific method, it speaks only of a current lack of scientific knowledge. Scientists didn't used to understand relativity, some now do. Knowledge is gained by developing theories through applied observation and conducting experiments to test those theories. Science isn't something that could ever be considered complete.
Lack of knowledge is a given. Some scientists go further to comment on what is real, which to me is an epistemological statement and not a scientific one. Nonetheless, many scientists behave this way, especially self-described ones.
Scientifically speaking, if it's not measured it doesn't exist.
Think of astrology and how it has been disproven and demonstrated to be no greater than random nonsense and people still believe it. There are things arising that science can actually disqualify and the response is often a criticism of science itself. Most paranormal things are of a similar nature imo.
I've practiced astrology professionally for 10 years. It's real. There are literally hundreds of pre-modern texts on astrology, dating back to Babylonia. Even the Romans practiced it. I've read the scientific studies done on astrology. They are mostly done by lay people who have no academic or practice background in astrology, and their main critique is that there is no mechanism. The history of astrology is about inductive reasoning, and not deductive which reasoning requires knowledge of a mechanism. Pre-modern western science was a mix of inductive and deductive reasoning until the late enlightenment period when the branched off.
Astrology and astronomy used to be the same thing until the enlightenment era when natural philosophy (a.k.a early science) diverged. The same thing happened with chemistry and alchemy. The reason for the split was deductive vs. inductive reasoning.
Science can and should disqualify things within its system according to lack of deductive mechanisms. What it should not do is say something isn't real because the mechanism isn't observable. That denies traditional knowledge and other kinds of science that pre-date the western school of rationality.
Interestingly, the culture of western philosophy is unique in that it actively discards its own past. For example, I know a traditional alchemist who lives in NY state. They are a rare breed now, but he does really amazing work. Alchemy still contains really relevant and useful ideas, but science now completely discards alchemy as vestigial. However, the culture of eastern philosophy is integrative. Chinese medicine (which I'm licensed in) has a relatively unbroken line of thought going back to oracle bone script which is 2000+ years old. They never discarded anything, they kept most of it. The same with India.
Western philosophy has a bad habit of being dismissive. You see it in the sciences now. In 200 years, they will have discarded today's science as well when the next big paradigm is discovered. Fundamentally, the western school is seeking a perfection by jumping ship from one thing to the next. The eastern schools seek perfection through refinement of tradition.