General Relativity and Quantum Mechanics are two astonishingly successful theories. They don't really have any massive gaps waiting to be filled.Individually, you're entirely right about this: both general relativity (GR) and quantum field theory (QFT) are beautiful, self-consistent theories that describe things with tremendous accuracy in the domains where each is relevant. But nevertheless, there are fundamental inconsistencies between them, or at least, scenarios that we absolutely do not understand today.
That's why so many people are interested in black hole physics, as one example: those are objects whose gravitational properties can only be understood using general relativity, but which have profoundly complicated and interesting behaviors related to quantum field theory and particle physics as well. In that context, GR and QFT really do seem to contradict one another, as the famous black hole information paradox illustrates. (Rigorous theorems in relativity say that information crossing an event horizon is lost forever; the postulates of quantum mechanics require that every process in physics be "unitary" and thus cannot possibly destroy information.) So it's simply not internally consistent to postulate a universe simultaneously obeying the rules of both GR and QFT as we understand them today.
The universe definitely has no obligation to cater to our human aesthetic preferences, but I think we're justified in assuming that it doesn't actively contradict itself, either.