Because physicists believe in parsimony?

Less flippantly, simply that if the two (on their own, staggeringly accurate) main theories we have about how the universe works are as fundamentally incompatible as the ones we've got, then there's probably something we don't yet understand about the thing they're describing.

The search for a ToE isn't so much about "unifying" QM and Relativity as it is about figuring out what it is that we don't yet understand about the universe that allows them both to be as true as they appear.