It might sound silly, but isn't it like asking why blue is blue?
If Gravity is a fundamental force, isn't it like a mathematical axiom? We can't really prove or explain it, it's just the basis for all the other rules.
Electromagnetism and the weak force used to be considered separate phenomena, but then they were found to be two aspects of a single electroweak force.
Progress can't be made if we just accept everything as-is and don't investigate more deeply.
The semi-conductor wouldn't have existed except for such fundamental work in prior decades.
I dislike the "well, that's just the way it is" response to our not understanding something (as do fortunately the smarter people than me scientists!).
It turns out if you start with "sky is blue", and keep looking up answers to all the ensuing "but why?" questions, soon you will learn a lot about (in no particular order): Rayleigh scattering, tri- and tetra-chromatism, phenomenology of perception, blindsight, electromagnetic radiation, black body radiation, nuclear fusion, etc. etc, the rabbit hole goes deep. Sometimes stupid questions have really profound and unobvious answers.
My favorite pet theory - was watching some of the superstructures of the universe - and was thinking how much the light matter represents the protein structure of a foam or a gel. The question is what is the filling since there is the vast bulk of the space in the universe.
Non-Euclidean geometry, for example, was born when mathematicians asked why Euclid's fifth postulate (the parallel postulate) is true.
The gravitational constant is not set by definition. The reason for its value, and the reason why this value is such that the force is so weak, is not known.
It could just be arbitrary, but nobody knows. And even if it is arbitrary, it's a completely different arbitrary from how "blue" is arbitrary.