My opinion is that physicists transferred from study of "individual objects" to that of "large systems" where the order arises from limit probability laws rather than from simple deterministic formulae and from the study of something "readily observable" to something that is, essentially, "a purely mathematical object" invisible to a direct experiment. This brought them to the realm traditionally reserved for pure mathematicians. And, of course, with their eagerness to use whatever tools they have available in any way that is short of total lunacy, they went on to make predictions, many of which could be confirmed experimentally, leaving a long trail of successes and failures in their wake for mathematicians to explain.
I do not know the situation with the string theory and low dimensional topology but I have some idea about what's going on in random matrices (thanks to Mark Rudelson and his brilliant series of lectures) and in percolation/random zeroes (thanks to Stas Smirnov and Misha Sodin). The thing that saves physicists from making crude mistakes there is various "universality laws".
Here is a typical physicist's argument (Bogomolny and Schmidt). You want to study the nodal domains of a random Gaussian wave $F$ (the Fourier transform of the white noise on the unit sphere times the surface measure). Let's say, we are in dimension 2 and want just to know the typical number of nodal lines (components of the set $\{F=0\}$) per unit area. The stationary random function $F$ has only a power decay of correlations. However,
we ignore that and model it with a square lattice that has the same length per unit area as $F$ (this is a computable quantity if you use some standard integral geometry tricks). Now, at each intersection of lattice lines, we choose one of the two natural ways to separate them (think of the intersection as of a saddle point with the crossing lines being the level lines at the saddle level). Then, we get a question (still unresolved on the mathematical level, by the way) about a pure percolation type model. Thinking by analogy once more, we get a numerical prediction.
From the viewpoint of a mathematician, this all is patented gibberish. There is no way to reduce one process to another (or, at least, no one has the slightest idea how this could be done as of the moment of this writing). Still, the Nature is kind enough to make the answers the same or about the same for all such processes and Mathematics is powerful enough to provide an answer (or a part of an answer) for some models, so the physicists run a simulation, and, voila, everything is as they predicted and we are left with 20 years or so worth of work to figure out what is really going on there.
I'm not complaining here, quite the opposite: this story is really quite exciting and the work mentioned is both real and fascinating. We are essentially back to the days when Newton tried to explain the nature of gravity looking at Kepler's laws trying various options and separating what works from what doesn't. I'm only saying that the famous "physicists' intuition", which is so overrated, is actually just the benevolence of Nature. Why should the Nature be so benevolent to us remains a mystery and I know neither a physicist, nor a mathematician, who could shed any light on that. The best explanation so far is contained in Einstein's words "God is subtle, but not malicious", or, in a slightly less enigmatic form, "Nature conceals her mystery by means of her essential grandeur, not by her cunning".
Best Answer
This is a very good question, and I would really love to know the answer since its current state seems to be quite obscure. Below is just a collection of remarks, surely not the full answer by any means. I would like to argue that for the moment there is no any deep mathematical reason to think that the Euler number of CY 3-folds is bounded. I don't believe either that there is any physical intuition on this matter. But there is some empirical information, and I will describe it now, starting by speaking about "how many topological types of CY manifolds we know for the moment".
As far as I understand for today the construction of Calabi-Yau 3-folds, that brought by far the largest amount of examples is the construction of Batyrev. He starts with a reflexive polytope in dimension 4, takes the corresponding toric 4-fold, takes a generic anti-canonical section and obtains this way a Calabi-Yau orbifold. There is always a crepant resolution. So you get a smooth Calabi-Yau. Reflexive polytopes in dimension 4 are classified the number is 473,800,776. I guess, this number let Miles Reid to say in his article "Updates on 3-folds" in 2002 http://arxiv.org/PS_cache/math/pdf/0206/0206157v3.pdf , page 519
"This gives some 500,000,000 families of CY 3-folds, so much more impressive than a mere infinity (see the website http://tph16.tuwien.ac.at/~kreuzer/CY/). There are certainly many more; I believe there are infinitely many families, but the contrary opinion is widespread"
A problem with the number 500,000,000 in this phrase is that it seems more related to the number of CY orbifolds, rather than to the number of CY manifolds obtained by resolving them. Namely, the singularities that appear in these CY orbifolds can be quite involved and they have a lot of resolutions (I guess at least thousands sometimes), so the meaning of 500,000,000 is not very clear here.
This summer I asked Maximillian Kreuzer (one of the persons who actually got this number 473,800,776 of polytopes), a question similar to what you ask here. And he said that he can guarantee that there exist at least 30108 topological types of CY 3-folds. Why? Because for all these examples you can calculate Hodge numbers $h^{1,1}$ and $h^{2,1}$, and you get 30108 different values. Much less that 473,800,776. As for more refined topological invariants (like multiplication in cohomology) according to him, this was not really studied, so unfortunately 30108 seems to be the maximal number guarantied for today. But I would really love to know that I am making a mistake here, and there is some other information.
Now, it seems to me that the reason, that some people say, that the Euler characteristics of CY 3-folds could be bounded is purely empirical. Namely, the search for CY 3-folds is going for 20 years already. Since then a lot of new families were found. We know that mirror symmetry started with this symmetric table of numbers "($h^{1,1}, h^{2,1})$", and the curious fact is that, according to Maximillian, what happened to this table in 20 years -- it has not got any wider in 20 years, it just got denser. The famous picture can be found on page 9 of the following notes of Dominic Joyce http://people.maths.ox.ac.uk/~joyce/SympGeom2009/SGlect13+14.pdf . So, this means that we do find new families of CY manifolds, all the time. But the values of their Hodge numbers for some reason stay in the same region. Of course this could easily mean that we are just lacking a good construction.
Final remark is that in the first version of this question it was proposed to consider complex analytic manifolds with $c_1=0$. If we don't impose condition of been Kahler, then already in complex dimension 2 there is infinite number of topological types, given by Kodaira surfaces, they are elliptic bundles over elliptic curve. In complex dimension 3 Tian have shown that for every $n>1$ there is a holomorphic structure on the connected sum of n copies of $S^3\times S^3$, with a non-vanishing holomorphic form. Surely these manifolds are non-Kahler. So if you want to speak about any finiteness, you need to discuss say, Kahler 3-folds with non-vanishing holomorphic volume form, but not all complex analytic ones.