“It just won’t go away and we don’t know why”
That is, actually, all that this expression means. It is used when practitioners of pharmaceutical medicine have been unable to suppress the symptoms of a problem. The implication is, of course, is that there is something wrong with you which is counteracting their skills. It is, however, the admission that their skills are inadequate to solve your problem.
Simply expressed, in terms useful to you, your diagnosis with a chronic disease is the advice from your medical practitioner to seek the solution elsewhere. They just won’t tell you where, often because they, themselves, have no idea.
Some of the solutions can be found here