Well, yeah. That's the whole point.
At certain point, yes, you do have to say that either you don't know or humans haven't figured it out yet.
It's Richard Feynmann. He wasn't gonna be like "Magnets attract and repel because the spins of the electrons in atoms in the magnet are preferentially aligned which causes a macroscopic dipole in the magnetic field", and just leave it at that, like he just shared de-facto science gospel, because he doesn't want to assume that you won't ask something like "why do aligned electron spins create a macroscopic magnetic field?" or "Why do electrons spin?" or "is a magnetic monopole possible?"
He is teaching the core of curiosity itself. You can ask as many questions you can think of, but if you're not happy with the answers, then there's no other option than to go out there and do your own science. He is one of the smartest physicists of the last century and he is telling you that you don't have to take his word for it, he will not be able to answer everything for you and nobody will. And hopefully you are still curious after that.
You can't explain it in terms of anything else, which was sorta my original point. Maybe he could have been more touchy-feely in his answer, but that wasn't his nature.