We don't know what the fundamental laws of physics are. Physicists have different ideas about gravity, so it not true that they have made up their mind about this.
It would be very bad if physicists had made up their minds about the structure of a fundamental theory because then many alternative theories would not be investigated.
Now, physicists are pretty much united about quantum physics. So, if Nature is not quantum mechanical, e.g. if quantum mechanics is just an effective theory, then we are going in the wrong direction. Is that possible? Prof. 't Hooft thinks it is, see these articles:
http://arxiv.org/abs/quant-ph/0701097
http://arxiv.org/abs/quant-ph/0604008
http://arxiv.org/abs/quant-ph/0212095
http://arxiv.org/abs/hep-th/0105105
http://arxiv.org/abs/hep-th/0104219
http://arxiv.org/abs/hep-th/0104080
http://arxiv.org/abs/hep-th/0003005
http://arxiv.org/abs/gr-qc/9903084