You are considering issues that are right at the core of scientific philosophy let alone physics.
There is certainly a sense that we are 'digging down' further and further the rules the universe has the more we discover. But at its core is still that question: Is there a single rule? This is the 'beauty' that many physicists yearn for - simplicity is often found as the source of complexity and this has yielded us useful results so far.
We are at this time in an unenviable position of discovering many sub-atomic particles, bosons, hadrons and fermions, yet not finding the set of rules that link them. When you think about it: why is there 17 subatomic particles? Why is the sub-atomic world so complex? It does seem rather odd, and the universe at this time seems to be 'cobbled together' from disparate parts. It is a confusing time, because our minds are used to trying to find patterns and making sense by finding rules that determine what we see.
Your Conjecture is a reasonable question to ask: Why should we favour simplicity being no further basic rules to discover that make up our current complex understanding? I suppose we don't know, it would be indeed odd either way: Let's say there is no 'Theory of Everything' it would be equally strange if this would be the case - why indeed would the universe have so many different systems and laws that are unrelated? It seems so unfathomable to us and so we must ask that question: how could this have come to be?
Then we end up right where we started. We need to keep probing, keep testing this and questioning this. In a way, the endless questioning and testing is what science is: and how we keep making discoveries.