It's not that it's not understood, but not fully understood. For instance, you can know enough about gravity to be able to regularly predict the path of a thrown ball or to figure out how much thrust is needed for orbit without fully knowing how gravity is "communicated" over the vastness of space.

Enough is known about quantum entanglement for us to build computers using the phenomenon, even if there are still plenty of things about quantum physics we still don't fully comprehend.