A few questions

[Alex K]

Why can't it be chaotic? Why can't the speed of light change? Why is gravity between two bodies proportional to product of the masses? Why not anything else? (Note inversely proportional equation doesn't count).

The problem with why questions is that they do not obviously have an ultimate answer at all, and it is not even clear what the question means. What is the type of answer you are looking for? What would be the properties of an answer
that would satisfy you?

Why can't the laws of thermodynamics be changed? Why are laws the way they are?

why is the energy in the universe constant? Why can't it be destroyed or created

Well that is not so obvious. There is this deep result by the mathematician Emmy Noether that Symmetries in Physics correspond to conservation laws. Time translation Symmetry (i.e. that the laws of physics do not depend on the point in time) leads to Energy conservation. However, in General Relativity, it is difficult to find a good notion of Energy conservation. Photons in an expanding universe for example are redshifted, thus losing Energy. One can try to attach an Energy density to the curvature of spacetime such that the whole is conserved again, but this has some pitfalls, such as coordinate dependence.

why is heat transfer done from warm regions to cold regions and not the other way around

In the statistical description of thermodynamics, one sees that the overall properties of the macroscopic state such as temperature are governed by the statistics of the microscopic state, i.e. the movements of atoms. One always goes from a less likely configuration to a more likely one, commonly referred as increase of entropy, which macroscopically corresponds to a more equal distribution of heat, just like it is more probable for the individual air molecules to be spread around the room rather than being all in one corner of it. It is vastly less likely for heat energy to gather in one place rather than spread, by simple counting of the number of possible microscopic states corresponding to either macroscopic situation. This makes spreading of energy i.e. heat more likely than going against the temperature differential.

In short, why does the universe need to conform to the laws?

Oh well the answer to that is probably not in physics, but anthropic. In a lawless chaotic universe, the necessary structures to form a mind cannot arise. Therefore we do not observe such a universe around us.