Just asked, as a slightly sarcastic aside, on the Simsoc list:

Why exactly do we build models? What's the actual purpose?

(Not that I do yet, but...)

Someone responded:"Why do we build models? I have a quote. I have substituted theorist for artist."

The [theorist] will endeavor not to show us a commonplace photograph of life, but to give us a presentment of it which shall be more complete, more striking, more cogent than reality itself. To tell everything is out of the question; it would require at least a volume for each day to enumerate the endless insignificant incidents which crowd our existence. A choice must be made—and this is the first blow to the theory of ‘the whole truth’.

-Guy de Maupassant