There's a quote from one of my favorite authors that I bring up often on this sub
I face two options when I speak about the past: partial answers or silence.
This is the mindset one must adopt to combat those first three concerns. It's true in really any academic field- we'll never be done learning. Completed studies don't exist. The public might be tricked into believing they do since they only see published reports, but behind each of these reports are five dozen follow up questions. Most academics, including myself, don't strive for completion, but contribution.
Nowhere else is your third point more true than archaeology. We literally destroy the things study. But what we do have, and do discover, is just * so cool*. I like to think of my field as a blank slate- 50 years ago we knew so little about the ancient Andes, and now we have a whole realm to explore. Of course we'll never learn everything, but we're still learning new things everyday. It's really just good life advice to not focus on what you can't have and to focus on how awesome what you do have is.
I've found that the best counter to last point is this little maxim: learn a little about a lot and a lot about a little. The point of academia is not to learn a lot. It's to expand what there is to be learned. I'm not far along in my career at all, yet there's topics on which I say I'm one of the top ten experts. Granted, there's only six or seven other people who have ever studied those things. A doctoral dissertation is basically a student carving out their niche on which they are the global expert- because they are the only one to study it. Academia is all about discovery and exploration, not goals and completion.