Why do scientists feel the need to explain why gravity is weak?
The holy grail of physics is the creation of a grand unified theory, that is, one theory that will include and explain all four fundamental forces. That means bringing gravity into the fold. It has been shown that three of the four forces do indeed unify at extremely high temperatures. As symmetry increases at higher temperatures, the strength of all the forces converge towards one unified strength. Except gravity. String theory (brane theory, specifically) provides a way to possibly explain why gravity exhibits relative weakness by proposing that while all forces and particles are constrained to reside on or within branes, gravity is an exception. Gravity has free reign to reside within higher dimensions and can communicate its force between branes. Since it is spread over a greater volume, this may explain why it is weaker. Of course, all of this is total conjecture. But a consistent explaination of the behavior of gravity would go a long way towards a possible grand unified theory.