Yes, detectors for naturally occurring cosmic rays have been built, and they have in fact taught us quite a bit. But we can't precisely control what goes into them. Or how energetic it is when it arrives. Or what angle it comes from. Or even when the collision will take place.
It's like trying to learn orthodonture by waiting for an orthodontist to walk by, coincidentally mention that he's an orthodontist, and say something enlightening into his cell phone before wandering out of earshot again. Take notes for a few thousand years and you might have a rough idea how braces work. But going to medical school— an environment in which we can expect to reliably encounter orthodontists under controlled conditions— is a lot more effective.
Now, not having actually been to medical school ourselves, we might worry that going to medical school will result in the creation of a black hole which annihilates our planet. After all, we have not personally tried it, so we don't know firsthand that this won't happen.
However, we do have an abundance of evidence that other people are going to medical school already, all over our planet, every day. So even though we don't know all the ins and outs of retainers yet, we can safely conclude that our planet will not be destroyed by attending medical school.
Context is making metaphors FOR SCIENCE.