That goes along with the other old saying, "All models are false, but some models are useful." We don't know what electricity is in the sense that if you keep asking "But why does object X cause (or experience) effect Y?", you will eventually reach a point where we don't know the answer.
In that sense, we don't know what anything is. But we can still use it. And because everything we learn seems to become useful sooner or later, it doesn't pay to stop asking.
I'm not sure that was the point of the poster's question about electricity, because I've heard the same assertion made by science writers and such.
Our current BFF, ChatGPT, says the question is about "charge" in that we don't know why particles have a charge. So what is a "charge" and why? Gravity is also presented as a thing we don't fundamentally (ontologically) know about. Interesting!
And not disagreeing with the desire to keep asking, nor with the desire to find a final answer. The author of the article puts it fairly well:
We don’t have philosophically satisfying insights into the universe at subatomic scales...there’s no straightforward explanation of what a bound electron actually does: it’s not orbiting the nucleus or spinning around its own axis in any conventional sense. Most simply, it just exists as a particular distribution of an electrostatic field in space.
In that sense, we don't know what anything is. But we can still use it. And because everything we learn seems to become useful sooner or later, it doesn't pay to stop asking.