There are two kinds of people that fight actual Physics from within, those that say Math is not important: physical intuition "has to" be enough, and those that say that it's just Math, so they are equally happy with perfectly reasonable correct models and completely absurd correct models. They churn out both, usually more of the latter. Both schools of opinionated thought miss that wherever you go you have to learn the trade and be humble.
They should have told you that we don't know what things are, we just deal with how they do their thing.
It's a wave, it's a particle... it's a state, a linear combination of the eigenstates of the EM Hamiltonian, which span a Hilbert space. That's what we got and every physicist knows it, they are just being polite. If they told you that, your next question would be: why on Earth would you think that? why not just [random brainstorming here]? I don't think you're really interested in the really long answer, but it has to do with the boring fact that Physics is, above all, an experimental science.