This observation seemed correct to Kant. On the other hand, he was convinced that we do know with certainty that physical events are related by cause and effect. His task was to demonstrate how such knowledge is possible. A priori knowledge is knowledge prior to experience, and therefore has reason as its source. A posteriori knowledge comes after experience, and therefore has it as its source.
Synthetic truths have reality as their object.
The only explanation is that it must be an a priori synthetic truth. A causes event B with certainty, not because of any intrinsic connection between the objects themselves, but because the mind imposes such a connection on them. It does so prior to experience, and hence Kant calls the categories of the understanding the conditions for any possible experience. Just as a person who wears colored glasses sees everything in that color, so every human being, having he faculty of thought, inevitably thinks about things in accordance with the natural structure of the mind. With empiricists, he believed that the senses deliver to us the raw materials of experience.