You don't calculate a gradient on the data, you calculate a gradient on the parameters of the model. But I'm going to assume you mean that some types of data are not well represented by floating point numbers, which is true, but there are workarounds, e.g. vector embeddings for words or simply one-hot encodings for categorical values.
What is true is that if you need to make a hard decision in one part of the network, for example deciding that the image is a cat, in order to further process that decision. This would not be differentiable. But we can represent objects in a non-discrete way, with embeddings, hidden state vectors etc. My point is, people are getting around this problem.
I also want to add that I agree that we are way far off from building apps automatically, but I think you're giving way too little importance to the advances that's been made. Just take a look at the latest GANs, or the advances in machine translation using the Transformer and attention architectures, or Neural Turing Machines.