Gravity is a fundamental force of nature, its effects just create the curvature of spacetime we see; its like a map of electromagnetic fields being the same as "spacetime maps", thy just have to be presented differently. There are particles of gravity, and they create the bending in space time. The problem is, the particles might be able to move out of our four dimensions and so they are...different. In string theory, all particles are attached the brane that is our universe, except gravitons, which can "float"between them. This causes problems because its not similar to the other particles.
My point is, they're incorporating gravity into a Theory of Everything because it is a fundamental force, its just very, very different from the others.