There seems to have been a pretty wide variety kf research methodoligies in the history of sociology, and some of them seem a lot more scientific than others.It's not a virtue to pretend that you have grand solutions or all-encompassing paradigms if you haven't. Sociology is yet a very young discipline in the grand scheme of things, and they produce plenty of new knowledge and data each year. I disagree that the turn against grand theory is a bad thing. Rather, it is a reflection of lessons hard learned during the very first few decades of the discipline. Of the social sciences in general. People were really and substantively hurt by some of the mistakes of Freudianism, Malthusianism, Marxism, and many other early sociological paradigms. Are still being hurt in some cases. We've learned to be much more careful about what we put into print when publishing on societal matters.That seems to be a general problem with the social sciences: they seem short on broadly-applicable theories.
For instance, how did Marx or Weber figure out their theories? Did they collect data systematically and test hylotheses? It seems like their approach was more like a kind of philosophy where they analysed an assortment of facts about society and came up with some interesting but untested (untestable?) ideas.
On the other hand, Durkheim seem to have been more systematic, collecting data on subjects methodically and making testable predictions.
Ricbard Feynmen criticised the social sciences for failing to put in the work required to know things, to establish facts and scientific theories.
Present-day sociologists have at least some of the tools they needs to do science: statistical methods and modern data analytics technologies come to mind. But I would imagine that, due to the nature of their subject matter, it is still difficult to collect data in the first place.