To say we've been studying the brain for millennia is an extreme exaggeration. Modern neuroscience is only about 50 years old.
> The earliest reference to the brain occurs in the Edwin Smith Surgical Papyrus, written in the 17th century BC.
I was actually thinking of ancient greeks when writing my comment, but I suppose Egyptians have even older records than them.
And if we say it's not science if it's not correct, well, (modern) physics isn't a science then, right? ;) As we haven't unified relativity with quantum mechanics?