You got downvoted, but I think you are right in a way. Direct neurophysiological recording is not a panacea because either 1) you can't implant electrodes in your participants ethically, 2) Recordings usually are limited in number or brain areas. That said, I think the key is "convergent evidence" that spans multiple levels and tools of analysis. That is how most progress has been made in various areas, like autism research (my current work) or memory function (dissertation). We try to bridge evidence spanning human behavior, EEG, fMRI, structural MRI, post-mortem, electrode, eye-tracking, with primate and rodent models, along with neuron cultures in a dish type of research. We integrate it and cross-pollinate.
There is actually a field where subjects do have electrodes implanted (see https://www.humansingleneuron.org/). - this is done when they are doing pre-operative recordings in preparation for brain surgery for the treatment of epilepsy, and the electrodes are already there for clinical diagnostic purposes and they volunteer a few hours of their time while they are sitting around in the hospital, to participate in various cognitive tasks/paradigms. The areas you can go are limited for sure, but some areas are near regions of interest depicting in fMRI scans.
Then there are also papers w/ recordings done in primates...
But overall yes - you integrate many modalities of research for a more robust theory of cognition