Pretty much - it's like the mathematically correct expression of "We need control experiments". Not that it matters much in day-to-day research, but it's generally desirable that a researcher knows that he can't really know stuff.
If you want more info on the subject, you should read about Karl Popper. Solipcism is rather boring - an idea that doesn't lead to further insights.
It's only boring if you don't take it as an invitation to embrace introspection, surrealism, and existential awe. Or, if you're feeling morbid and depressive and such, existential dread - same thing, only one has rainbows and trees and things. You just have to take the day-to-day as an internally consistent fragment of its own, and you're set to be as pants-on-head twisted in your take on the realness of things as you'd like!
Of course, that might also be the road to schizophrenia, but philosophers have gotten to be so safe these days, with their cappuccinos and their college degrees...
Edit: More seriously, knowing that you don't know something, and being able to produce internally consistant Gedanken, is pretty essential to producing new thought and finding ways to break past academic dogma. Yes, there is scientific consensus for certain things. Those things are probably true, whatever that means. Yes, it can be useful to follow that consensus to focus your attention into new areas. But when that well dries up, and there's nowhere else to go but fantasy, your obligation is to
fantasize. The idea that we're close to understanding the way the world works is attractive, but it's as much of a dead end as the idea that we can't understand it at all. The key difference is that the latter provides new direction and movement, rather than just butterfly collections.