Well as I said some questions may never be answered due to a lack of information or evidence, but most remain scientific questions never the less.
Direct observation of the beginnings of the universe is not necessary though, evidence can also come in the form of a hypothesis that makes predictions which can be proven to be correct by later observations.
Our current cosmological model does that. Although we can not be certain that it is fully correct, simulations and observations so far are compatible with the Singularity - Big Bang - extending universe, forming of galaxies - stars planets and now our current structure of the universe (
Millenium Simulation). Cosmology can not and will probably never know what was "before" the Big Bag or if there even was a before, it could also be a cycle of expansion and contraction (to the point of singularity). But that doesn't really matter because our lives are about what we can know in our "universe" we otherwise also have the problem of
Infinite Regression.
Big questions like 'How does the world work?', 'Why (if there even is a "reason") are we here?' Well both these questions can in part be answered by science and philosophy, maybe enough for us to stop asking one day
And Religions, at least all that are available to us right now, are not helping when it comes to truth.
The role of meaningful theorizing of these deeper questions fits philosophy which has actually brought the world ideas of value (Voltaire, Freud, Schopenhauer, Locke, Rousseau, Kant and so many more) while religion offers little of value to humanity that can not be found outside of it. Often in an improved quality.
Faith is "easy", its intellectually lazy, because it is easier to cope with than doubt, skepticism and uncertainty. Doubt and skepticism are core principles of scientific inquiry and also why your wrong to say: "And, theories without physical proof are just religious ideas themselves.".
Also, theories always have a basis in reality, are tangible and consciously narrow the scope to describe a certain system.
I also think your mixing up two concepts of "theory".
"Theories whose subject matter consists not in empirical data, but rather in ideas are in the realm of
philosophical theories as contrasted with
scientific theories."
A theory without evidence is just that a philosophical theory, in some ways like a religious "theory"(although religion claims absolute truth, uses dogmatism etc.) but nothing like a scientific theory.
To your last segment, we switch from the "Truth" to the "Usefullness" argument.
Let me first say the harm religion does directly and indirectly far outweighs the usefulness in my view.
Secondly, yes Religion is a tool to transfer your values to your children or in some cases rather force them upon your children? Values and cultural identity can be transferred in many different ways. Being a good example is also among the most effective. You don't need an ancient fairytale to teach your child the values you hold dear. In addition it is also the right and task of your children to reshape and edit these values to their own life experiences, maybe abandon archaic ones for new ones. Progress, that is much easier without the fear of hellfire.