Yes, they do, but if God did create the world then where did God come from? Using the scientific method, unless there is evidence to the contrary you always go with the simplest explanation. In this case it is simpler to postulate that the universe was always there than that God created the universe and that God was always there.
Except you may run into the obstacle of infinite physical quantities (time, in particular). Infinity is only understood as a result of abstracting AWAY physical quantities. Actual infinite physical quantities cannot be observed, or even imagined.
But it's not explanatory. Matter/energy cannot create itself - we can find no innate property in matter/energy that enables it to create more of itself.
Therefore, it is simplest and most explanatory to postulate a force/entity/substance that can generate itself and matter/energy.