Yup. :-)
Or better yet, we could bifurcate into:
(1) Why is our universe apparently unable to solve the halting problem for Turing machines?
The answer, presumably, is a combination of the physical Church-Turing Thesis (specifically, the apparent impossibility of Turing-uncomputable processes in our world), with Church and Turing and Post's theorem on the unsolvability of the halting problem.
Of course one could then push back and ask why the Church-Turing Thesis should be true of our world: i.e., why shouldn't there be physical "hypercomputers"? That's an enormous question, but my old survey "NP-Complete Problems and Physical Reality" contains some thoughts about it: https://arxiv.org/abs/quant-ph/0502072
And then there's:
(2) Why should we live in a universe that's unable to solve "its own" halting problem?
I.e., even if super-Turing computers were physically possible, we could presumably formulate a halting problem for those computers, which would then require a still more powerful computer to solve (a super-duper-Turing computer?), and so on forever. This is because we could simply repeat Turing's diagonalization argument at a higher-level up -- given very minimal properties of computation, such as the ability to feed one program to another program as code, the ability of one program to emulate another one, and the ability to compute the NOT function. Once you have those properties, the inability of any given computational model (even a super-Turing model) to solve its own halting problem is just a matter of logic, as schoen said.