When the question arises: Who said that every phenomenon must have an explanation? How can we conclude the existence of such and such only on the basis of the existence of unfamiliar phenomena? After all, the whole chain of explanations has to stop at some point.
If one explains Z by Y, and Y by X, and so on, at some point one arrives at the “brute facts” of reality. These facts are the infrastructure upon which the whole of reality is built, and there is no prior explanation for their existence other than “like this.” That’s the way it is; this is the reality, and this is it. If we do not acknowledge the existence of such harsh facts, we will end up in endless regression, and we will not be able to explain anything.