Hi David
That is a very valid point and an important one. If we are working on finding a solution to an existing problem users are experiencing, but there is no solution yet, that is exactly where UX research starts.
Let's say a town council needs to build a pathway for wheelchair-dependent residents, but the town is a hill town and consists mostly of stairs and very steep roads. And there is no solution on the table yet.
As UX designers, we can build the persona and the scenario, but we don't have a solution to build a journey map.
At this stage, we can either conduct interviews with users (ie wheelchair-dependent residents) and dig deeper into their pain points and build a detailed analysis of users' needs. Or, we can assume a hypothetical solution, such as building elevators inside connecting buildings, and use that as a starting solution.
Our journey map will be filled in assuming that our hypothetical solution has potential. By assessing each user action, task, associated feelings, and ensuing pain points we will quickly see areas of improvement in our initial hypothetical assumption.
Thus, we might find out that integrating elevators in town structure might solve part of the problem, but we'll also need smooth road connectors, such as mini-bridges or horizontal walkways.
UX is an iterative process, so by using the tools available to conduct research, we can slowly access parts of a solution, if the problem seems unsolvable.
Hope this helps.