I think a good indicator of just how difficult and counter intuitive it is to extract laws of nature is how long it took humans to figure out how to do it. With the exception of a few very amazing individuals (many from the ancient Greeks, like Archimedes) mathematical models used in the style of theoretical physicists have only existed for about 400 years. Compare that with modern humans evolving over 40,000 years ago and advanced human civilizations existing for 10,000 years.
Perhaps Galileo is the one that really started the ball rolling (or, should we say "the ball dropping"), and Kepler is arguably the first true theoretical physicist of the modern type.
I think the reason it took so long is that many physical processes look complex because many different laws are operating simultaneously and it is hard to see the underlying order. It is human nature to intuitively develop mental models hueristically, but these are usually black-box models that work, but don't reveal the underlying natural laws. It takes the scientific method and isolation of the processes to see the relationships and cast those relationships into simple mathematical equations.
For example, two heavenly bodies will orbit each other in a simple way, and there is some hope to discover the underlying inverse square law of gravity if you observe two bodies in isolation. Newton, did this by noting Kepler's laws of orbits, and realizing that an inverse square law would be consistant with Kepler's laws. Hence, a simple isolated system helped reveal the correct equation.
But, what if we lived in a solar system where many bodies were close together and interacting in complex ways. Or, what if our atmosphere were too opaque to even observe stars and planets at night. Then, discovery of the simple formula for gravity might not ever happen because the special experiment that isolates this particular Law would not be available.
Now that we know how to apply the scientific method and now that we know how important it is to devise experiments that isolalate laws so that we can see them clearly, we progress much faster.