Why is there gravity?

[Alex K]

"Why" means different things.  Ultimately, it will go to things we cannot understand.  Why is there matter?  Why does it bend space?  Why is there even space, rather than nothing at all?
So the simplest answer is "because matter bends space," and the ultimate answer is unknown and probably unknowable.

Yes, exactly.
But that's the usual problem with explanations which Feynman illustrated so nicely - explanations need to relate the phenomenon to something else. But what if you're already at the most fundamental level? How would you ever avoid being circular?
And why questions may possibly be meaningless because they invoke a naive everyday concept of causation which may not apply to the issue at hand