I think you misunderstand the meaning of “theory”. Let me offer a definition of the word from the American Heritage Dictionary: “Systematically organized knowledge applicable in a relatively wide variety of circumstances, especially a system of assumptions, accepted principles, and rules of procedure devised to analyze, predict, or otherwise explain the nature or behavior of a specified set of phenomena.”
There is, of course, another meaning, which better coincides with the everyday use of the word: “An assumption based on limited information or knowledge; a conjecture.” But this is not what “theory” means in the sciences.
Here is a rough sketch of how science works:
We make observations;
We deduce empirical relationships that connect these observations;
We formulate a theory from which these and other relationships can be derived using the rules of formal logic and mathematics;
We test the predictions of the theory against more observations;
If the predictions fail, we revise or discard the theory;
If the predictions consistently succeed, the theory enters the scientific mainstream and becomes part of our body of knowledge.
In other words, a theory that works (i.e., its predictions are in accord with observation) is the best thing that there is in science. Whether it is the theory of gravitation, the theory of electromagnetism, the theory of thermodynamics… these are the theories — that is, the systematically organized bodies of knowledge — on which all our modern engineering is based, including the engineering behind the amazing technology that allows you to read my words on you device.
Regarding the specific theory mentioned in the question: The Big Bang Theory is a television show. The phrase, “Big Bang”, was originally used by the astronomer Sir Fred Hoyle in a 1949 BBC radio show; Hoyle was critical of the concept of an expanding cosmos, and used this phrase as a means to ridicule the idea.
Nonetheless, the expression became popular. But it is not a theory.
The actual theory is Einstein’s general relativity, which predicts a cosmos that either expands or contracts, in conjunction with the distance—redshift relationship discovered by Lemaître, Hubble and others which suggests that our cosmos is, in fact, expanding. Simple extrapolation to the past tells us that if the cosmos expands today, it was denser in the past. Specific equations (which also involve another theory, the Standard Model of particle physics, which, in turn, is based on relativistic quantum field theory) tell us the details about this expansion and its consequences. Many of these consequences are observable and can be used to test the validity and applicability of these theories and the specific assumptions that characterize our cosmological model.
So yes, scientific theories are taught because they represent our best systematically organized bodies of knowledge in various branches of the sciences, including physical cosmology.