“Sex cannot be understood because nature cannot be understood. Science is a method of logical analysis of nature’s operations. It has lessened human anxiety about the cosmos by demonstrating the materiality of nature’s forces, and their frequent predictability. But science is always playing catch-up ball. Nature breaks its own rules whenever it wants. Science cannot avert a single thunderbolt. Western science is a product of the Apollonian mind: its hope is that by naming and classification, by the cold light of intellect, archaic night can be pushed back and defeated.”

Source: Talking Science: Language, Learning, and Values. 1990, p. 175; as cited in: Hanuscin, Deborah L., and Michele H. Lee. "Teaching Against the Mystique of Science: Literature Based Approaches in Elementary Teacher Education." Learning, Teaching, and Curriculum presentations (MU) (2010).

Variants:
Science cannot solve the ultimate mystery of nature. And that is because, in the last analysis, we ourselves are a part of the mystery that we are trying to solve.
Science cannot solve the ultimate mystery of nature, for in the final analysis we ourselves are part of the mystery we are trying to solve.
Source: Where is Science Going? (1932)

Introductory
The Grammar of Science (1900)

Source: Psychology: An elementary textbook, 1908, p. 6; Partly cited in: Peter Ashworth, ‎Man Cheung Chung (2007) Phenomenology and Psychological Science, p. 54.

Preface
Science in History (1954)

you don't see electrons, gravity, or black holes either
Source: Wonderful Life (1989), p. 279

The Faith of Puppets: The Freedom of the Marionette (p. 9)
The Soul of the Marionette: A Short Enquiry into Human Freedom (2015)

Letter 2
Letters on Logic: Especially Democratic-Proletarian Logic (1906)

Progress and Poverty (1879)
Context: This strange and unnatural spectacle of large numbers of willing men who cannot find employment is enough to suggest the true cause to whosoever can think consecutively. For, though custom has dulled us to it, it is a strange and unnatural thing that men who wish to labor, in order to satisfy their wants, cannot find the opportunity — as, since labor is that which produces wealth, the man who seeks to exchange labor for food, clothing, or any other form of wealth, is like one who proposes to give bullion for coin, or wheat for flour. We talk about the supply of labor and the demand for labor, but, evidently, these are only relative terms. The supply of labor is everywhere the same — two hands always come into the world with one mouth, twenty-one boys to every twenty girls; and the demand for labor must always exist as long as men want things which labor alone can procure. We talk about the "want of work," but, evidently, it is not work that is short while want continues; evidently, the supply of labor cannot be too great, nor the demand for labor too small, when people suffer for the lack of things that labor produces. The real trouble must be that supply is somehow prevented from satisfying demand, that somewhere there is an obstacle which prevents labor from producing the things that laborers want.
Take the case of any one of these vast masses of unemployed men, to whom, though he never heard of Malthus, it today seems that there are too many people in the world. In his own wants, in the needs of his anxious wife, in the demands of his half-cared-for, perhaps even hungry and shivering children, there is demand enough for labor, Heaven knows! In his own willing hands is the supply. Put him on a solitary island, and though cut off from all the enormous advantages which the co-operation, combination, and machinery of a civilized community give to the productive powers of man yet his two hands can fill the mouths and keep warm the backs that depend upon them. Yet where productive power is at its highest development they cannot. Why? Is it not because in the one case he has access to the material and forces of nature, and in the other this access is denied?
Is it not the fact that labor is thus shut off from nature which can alone explain the state of things that compels men to stand idle who would willingly supply their wants by their labor? The proximate cause of enforced idleness with one set of men may be the cessation of demand on the part of other men for the particular things they produce, but trace this cause from point to point, from occupation to occupation, and you will find that enforced idleness in one trade is caused by enforced idleness in another, and that the paralysis which produces dullness in all trades cannot be said to spring from too great a supply of labor or too small a demand for labor, but must proceed from the fact that supply cannot meet demand by producing the things which satisfy want and are the object of labor.