*theories in the scientific sense
To further develop, trying out different approaches is very inefficient, long and tiring... We can compare both ways to solve this problem with a simplified example.
Maximize f(x,y)= 3xy^2 subject to y=4x+2
Try doing this by trial and error... it‘s nearly impossible and we‘re talking about three variables. Use appropriate method and you solve it in under 10min.
In reality, when we talk about things like human behavior, thought or simply hitting a forehand, we can have 40, 50 or even more distinct components interacting. Teaching asks you what will work best with all that stuff... Being presumably an adult, you have an edge over kids: you can use deductive logic and, therefore, theories to solve these problems in minutes instead of spending a life time, hoping to get it right.