The search space is huge, we sometimes find needles in haystacks by accident, isn’t it exciting that we have tools now that can systematically check every piece of hay?
Averages are formulated as measures of centrality in the L2 norm ("straight line" distance), sum(values) / count(values). Quantile regression uses modifications the L1 norm ("city block" distance); if median (50%) then it is a measure of centrality. Not everything is an average. If you're interested, this is a good (but math heavy) treatment: https://en.wikipedia.org/wiki/Quantile_regression#Computatio...
Innovations like these are more about ‘shocks’ that surface fitting cannot capture.
Note universal approximation theorem applies only to smooth surfaces.