What is the reason physicists are working so hard looking for a "theory of everything" and trying to unify gravity with quantum mechanics?
Historically, new theories were always developed to explain observed phenomena which couldn't be explained by older theories. This was the case with Newtonian mechanics (movement of astral bodies), with special relativity (constant speed of light), with general relativity (anomalous orbit of Mercury), with quantum mechanics (black body radiation, photoeletric effect etc.). Every time, an hitherto unexplained observation preceded a new theory.
Yet it appears that there are no observable phenomena right now which cannot be explained by our current theories. Moreover, it is expected that situations where e.g. quantum gravity would come into play (e.g. inside a black hole) cannot be observed by us in principle due to either an event horizon in place, or unattainable energies, or the surface of last scattering blocking the view.
I understand there are e. g. a few unexplained effects in superconductors, but it appears highly unlikely quantum gravity is needed to explain them due to the low mass involved.
So why bother looking for a unified theory? And how is a unified theory supposed to be tested, if every phenomenon can already be explained by our current theories?