Is "why" really a meaningful question? These are all models. The best we can do is to show how to derive the phenomenon from the (hopefully simple) rules of our model.
Why do things fall? -> A special case of the general law of gravitation.
Why does reality adhere to the general law of gravitation? A implication of matter distorting the shape of spacetime.
Why is reality such that matter distorts space-time?
Think about how much our understanding of atoms has changed. I think the why is an important part of the development. If you're interested in that topic, how about a 35 min nuclear physics primer from Angela Collier (I love her videos!): https://www.youtube.com/watch?v=osflPlZdF_o
...of course?
If you want something that won't fall down, your only options are (1) luck into noticing something that already does that, or (2) understand why things fall down, so you can prevent your thing from falling.
No, it isn't. That sounds strange, right? But here is an explanation what eternauta3k probably meant: In modern physics, there is a kind of consensus that asking “why” has often been inappropriate or even misleading and should be therefore left to philosophers. The real questions are: Does our current model describe all observations? If not, can we find a model that does? And, even better, can that new model make predictions that we can verify?
But every prediction your model can make comes from a "why" question that the model answers.