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The things we assume to be true in math are called “axioms”, and an axiom we come up with isn’t more likely to be true if it explains or predicts what we observe. Instead, it’s true because we say it is. Its consequences just become what we observe. We are not fitting our theories to some physical universe whose behavior and underlying laws would be the same whether we were here or not; we are creating this universe ourselves. If the axioms we declare to be true lead us to contradictions or paradoxes, we can go back and tweak them or just abandon them altogether. Or we can just refuse to allow ourselves to do the things that cause the paradoxes. That’s it.