I think it was in an anthology edited by Gardner Dozois from the 90s, but I might be wrong. It's a wispy memory, it might have been in a novel by Jane Jensen.
I have three suggestions.
I. "The New Reality", a novelette by Charles L. Harness; first published in Thrilling Wonder Stories, December 1950, available at the Internet Archive (click here for download options); unaccepted answer to this old question. It does not seem to have appeared in any Gardner Dozois anthology, or in any anthology published in the 1990s other than Harness collections, but it does fit your description:
the universe became more complicated the more we learnt about it.
The ontologist continued rapidly. "All of you doubt my sanity. A week ago I would have, too. But since then I've done a great deal of research in the history of science. And I repeat, the universe is the work of man. I believe that man began his existence in some incredibly simple world--the original and true noumenon of our present universe. And that over the centuries man expanded his little world into its present vastness and incomprehensible intricacy solely by dint of imagination.
[. . . .]
"I maintain that their information was substantially accurate. I maintain that at one time in our history the earth was flat—as flat as it is now round, and no one living before the time of Hecataeus, though he might have been equipped with the finest modern instruments, could have proved otherwise. His mind was conditioned to a two-dimensional world. Any of us present, if we were transplanted to the world of Hecataeus, could, of course, establish terrestrial sphericity in short order. Our minds have been conditioned to a three-dimensional world. The day may come a few millennia hence when a four-dimensional Terra will be commonplace even to school children; they will have been intuitively conditioned to relativistic concepts." He added slyly: "And the less intelligent of them may attempt to blame our naive three-dimensional planet on our grossly inaccurate instruments, because it will be as plain as day to them that their planet has four dimensions!"
[. . . .]
"Look at the evidence. Has it never struck you as odd in how many instances very obvious facts were 'overlooked' until a theory was propounded that required their existence? Take your nuclear building blocks. Protons and electrons were detected physically only after Rutherford had showed they had to exist. And then when Rutherford found that protons and electrons were not enough to build all the atoms of the periodic table, he postulated the neutron, which of course was duly 'discovered' in the Wilson cloud chamber."
II. "Waldo", a novella by Robert A. Heinlein; first published in Astounding Science-Fiction, August 1942, available at the Internet Archive (click here for download options); the answer to this old question. It does not seem to have appeared in any Gardner Dozois anthology, or in any anthology published in the 1990s, other than Heinlein collections. The idea of the universe becoming more complicated is suggested in this passage:
Suppose Chaos were king and the order we thought we detected in the would about us a mere phantasm of the imagination; where would that lead us? In that case, Waldo decided, it was entirely possible that a ten-pound weight did fall ten times as fast as a one-pound weight until the day the audacious Galileo decided in his mind that it was not so. Perhaps the whole meticulous science of ballistics derived from the convictions of a few firm-minded individuals who had sold the notion to the world. Perhaps the very stars were held firm in their courses by the unvarying faith of the astronomers. Orderly Cosmos, created out of Chaos—by Mind!
The world was flat before geographers decided to think of it otherwise. The world was flat, and the Sun, tub size, rose in the east and set in the west. The stars were little lights, studding a pellucid dome which barely cleared the tallest mountains. Storms were the wrath of gods and had nothing to do with the calculus of air masses. A Mind-created animism dominated the world then.
More recently it had been different. A prevalent convention of materialistic and invariable causation had ruled the world; on it was based the whole involved technology of a machine-served civilization. The machines worked, the way they were designed to work, because everybody believed in them.
III. "Matter's End", a novella by Gregory Benford, appeared in the 1990s in the Gardner Dozois anthology The Year's Best Science Fiction: Ninth Annual Collection aka Best New SF 6 aka The Giant Book of Fantastic SF.
But did "the universe became more complicated the more we learnt about it"? Well, that's how I read it, but I can't find that stated clearly in the story. There's this:
"You are an experimentalist, Dr. Clay, and thus—if you will forgive my putting it so—addicted to cutting the salamander." Patil made a steeple of his fingers, sending spindly shadows rippling across his face. "The world we study is conditioned by our perceptions of it. The implied order is partially from our own design."
"Sure, quantum measurement, uncertainty principle, all that," Clay had sat through all the usual lectures about this stuff and didn't feel like doing so again. Not in a dusty shed with his stomach growling from hunger. He sipped at his cup of weak Darjeeling and yawned.
"Difficulties of measurement reflect underlying problems," Patil said. "Even the Westerner Plato saw that we perceive only imperfect modes of the true, deeper world."
"What deeper world? Clay sighed despite himself.
"We do not know. We cannot know."