But why?

One of the questions which drives me crazy recently - why.
There is particle filter (bootstrap, condensation, simulated annealing) algorithm which is popular and works well(sometimes). But why?
There is a Kalman filter algorithm - which doesn't work on geolocation problem at all (EFK as well), but still there are papers on the topic. But why?
There are genetic algorithms and they perform reasonably well. But why?
There is a genetic programming and it works (sometimes). But why?
There is an assumption that the processes can be described as Gaussian (and very few can). But why?
There is BAYESIAN law. which works (occasionally). But why?