Should experimentalists have to "explain" their data?

Sometimes when I talk to experimentalists about their latest results they say something like, "We have this really interesting data. But we can't explain it and so we are not going to publish it until we can explain it." No doubt this is sometimes what referees say.
But, I disagree. The most interesting experimental results have no clear explaination!
Furthermore, many of the "explainations" I read in experimental papers seem to be either naive, wrong, or highly speculative.