Sometimes this is given as
“If you want truly to understand something, try to change it.”
and I learned it as
“You never understand a system until you start to try to change it.”

I also see Urie Bronfenbrenner quoted as saying: “you never understand a phenomenon until you try to change it”.

I would love to find the original source! I have had a bit of a dig, but got nothing but a strong collective history 🙂