They were well-documented, and appear not to have been fraudulent. The Vatican has pronounced them miraculous. There is nothing in the stigmata themselves that could incline one either way. Scientific justification, like religious justification, is retrospective. But the religious believer still remains at liberty to view Padre Pio's stigmata as miraculous, because religion always focuses on the individual case rather than on statistical generalities.
Science is founded on the assumption that nature is amenable to human intelligence.
If we do not yet know everything, this is only because we have not yet developed the appropriate techniques. In the logical notation developed by Carnap and others such a question would not even be capable of formulation. It will be revealed fully only in some future state. For now we see through a glass darkly, but then face to face. Ignorance cannot be abolished through our own efforts.