I took it very differently. I took it as him encouraging curiosity, because his point was, if you are curious, and nobody's explanation is satisfying you, then you should go research it yourself and be the first one to be able to explain it to the level you were looking for.

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.

Having read some of his lectures, and his autobiography, he was anything but anti-curiosity in him or in others. Watch that through the lens of someone who valued nothing more than asking questions and it might come across differently.