This is the only way to truly understand and appreciate the subject.
Understanding the experiments gets intimately entangled with basically learning the history of physics, which is extremely beneficial as also highlighted by Ron Maimon, related: there is value in tutorials written by early pioneers of the field.
"How we know" is a basically more fundamental point than "what we know" in the natural sciences.
In the Surely You're Joking, Mr. Feynman chapter O Americano, Outra Vez! Richard Feynman describes his experience teaching in Brazil in the early 1950s, and how everything was memorized, without any explanation of the experiments or that the theory has some relationship to the real world!
Although things have improved considerably since in Brazil, Ciro still feels that some areas of physics are still taught without enough experiments described upfront. Notably, ironically, quantum field theory, which is where Feynman himself worked.
Feynman gave huge importance to understanding and explaining experiments, as can also be seen on Richard Feynman Quantum Electrodynamics Lecture at University of Auckland (1979).