The problem of ‘distance and engagement’ highlights the Weberian paradox that objectivity in the social sciences cannot be based on demonstrative proof; it has to take into account values as the constituents of our ‘interests’. Values should be explicit even if this ‘perspectivity’ cannot satisfy the criteria of necessity and universality. Allegedly, my skeptical approach to ‘social theory’ leaves researchers with insufficient ‘hope’, but one also learns from understanding that something is impossible or conceptually flawed. Moreover, deeper issues of analyzing social action, with existential and moral dimensions, should be considered. These involve our cognitive capacities, experiences, and emotions.