I would say that Paul Davies, properly understood, is wishing to advance the ideas "On the Nature of Things, by Lucretius?a beautiful poem of the most dangerous ideas: that the universe functioned without the aid of gods,"
Its funny how many people, charged emotionally with the atheist-religious debate or other garbage, can't even read what he is saying and get his main point. I'll reiterate here, with some poetic license.
Davies is pointing out that he is interested in finding out "why the laws of nature are the way they are".
http://www.edge.org/conversation/taking-science-on-faith "Clearly, then, both religion and science are founded on faith ? namely, on belief in the existence of something outside the universe, like an unexplained God or an unexplained set of physical laws, maybe even a huge ensemble of unseen universes, too. For that reason, both monotheistic religion and orthodox science fail to provide a complete account of physical existence."
Key word is "complete". He's not saying scientific "faith" is just like religious faith in every way; he's not arguing that science is generally like religion. He is saying in one small but (to him) important respect, science and religion have lines drawn around a subject with a sign that says "Mysteries be Here!"
Here is Davies: "Over the years I have often asked my physicist colleagues why the laws of physics are what they are. The answers vary from "that's not a scientific question" to "nobody knows." The favorite reply is, "There is no reason they are what they are ? they just are.""
So, if you can emotionally get past his comparison of science to religion, the question remains: Are the laws of nature explainable in some way, or must we just take them as an unexplainable given?
That's what he is asking! He's not saying that science is superstitious mumbo-jumbo - he's saying its incomplete somehow, and that for him, the scientific spirit demands trying to push past any boundaries that say "move along now, that's just the way things are!"
For myself, I don't know if his goal is attainable or not. It does remind me, in spirit at least, of the "Hilbert Program" in mathematics.