They don't know. It's a belief based on what they take to be the structure of the Universe. It's debated topic within Philosophy of Physics and even within physics itself.

This belief comes from the fact that everything, so far, seems to be describable and connected mathematically. The problem is that in recent years we have seen that the physics that describe the nature of the very small seem to be different from that of the very big. This means that either i) we simply haven't found a way to connect both properly; ii) it isn't possible to connect both properly; iii) the fundamentals of our understanding of the universe are still somewhat incomplete.