Why does Gravity happen? In order to understand this, we must understand what Newton and Einstein said on the subject, and go from there.
Newton said, when two masses are there, the Larger Mass would exert a Force on the Smaller Mass in direction of itself and proportional to the product of the two Mass and inversely proportional to the square of the distance between them. To make them equal, one needs to multiply with the Gravitational Constant. So Newton said, basically Mass causes Gravity. It was a profound conclusion!
Now before we move on to what Einstein said, lets use understand something about Classical Physics. We always used Gravity as an acceleration. And acceleration is change of velocity per unit of time. And this change of velocity can be derived from change of direction like in a circular or curvilinear motions. So an object in an uniform motion, when go through, not a straight line, but a curved 2D line or 3D surface, it would experience an acceleration and a force. So when we plot two or three orthogonal surfaces, like in Euclid Geometry, we would get force when these "parallel" lines become "curve-ed". Now let us plot the displacement in space vs time, we would get a straight line for constant motion, and for acceleration, we would get a curved line. One could take as a fourth dimension, and convert time to space for a light propagation, by Speed of Light "c"and get an uniform view of a Space-Time Fabric where things are communicated at Speed of Light. We conclude that the "curved" relationship between different orthogonal co-ordinates leads to acceleration - or acceleration is observed in presence of curved 2D lines (or curved 3D space or curved 4D Space-Time)!
Now what did Einstein say? He said: (1) Gravity experienced is not going to be distinguished by a person in lift when accelerating upwards. Basically this is Principle of Equivalence and is says Gravity and Acceleration are the same. He also said: (2) Gravity would bend light, as two points in a "parallel line corresponding to the sight of light" for an accelerating frame experiencing light across its two vertical sides, would see the light entering at a higher point at one side and leaving the other side at the lower point. And this "trace" of light would appear to be "bent".
The light bending could be classically predicated, if one says Photon has a very small mass approaching zero, but when coming towards a infinitely approaching Mass M, would "fall" in presence of this Mass M.
He also said these things: (3) Mass "bends" Space-Time and the Geo Disc Lines which were straight before the Mass appeared, now appear "curved", and (4) the small mass object that was appearing to travel "straight" now appears to be following the "bent" or "curved" lines of the Space-Time!
So did Einstein say anything why Gravity happens, that was not said by Newton? No!! All Einstein shed was to show the Geometry of Space-Time, and how the curvature of it is related to Gravity!! But that was implicit in what was said by Newtonian Mechanics!! Einstein's triumph was enumerating Special Relativity Laws and connecting it to Accelerating and Gravitational Inertial Frames!
But no one went beyond Mass to explain why Gravity happens! Now to understand Gravity we need to understand that Space occupies everything! Even the matter is made of 99.99% Space. There are two observations we see in Space which are almost the finger prints of the Nature and revealing its Reality. One is: (1) the propagation of Light or Photon in Space, specially in Vacuum of Space, and the other is propagation of Gravity in the presence of two or more Masses!
To understand Gravity, we need to understand first how Light Propagates. The wave equation shows the double differential of Electric Field or Magnetic Field in Space is equal to double differential of Electric Field or Magnetic Field in Time, divided by c square, to account for Time as Space Dimension. The solution says that the Space Differential is equal to plus or minus of Time Differential. That means Electric Field and Magnetic Field are increasing and decreasing (in x and y directions) when propagating (in z direction). Maxwell's Equations also show the Differential of Magnetic Field in Time is Curl of Electric Field in Space and vice versa, with minus sign, for the Electric Field. Now we also know that the square of speed of Light is product of inverse of Electric Permeability and Magnetic Permittivity of Vacuum of Space. This reminds us of the Right Angle Triangle whose vertical line from Vertex to Hypotenuse divides in ratio of Geometric Means, e.g., the product of the two sides divided on Hypotenuse is square of the line from Vertex to Hypotenuse, The inverse of Permeability and Permittivity Constants shows the two sides of the divided Hypotenuse and got folded at Right Angle, where the line from Vertex to Hypotenuse is the speed of Light propagating distance in one cycle. The inverse give us Space-Dimensions but for Unit of Magnetic Field or Electric Field as Gradient.
The solution is the Two Spirals, one Electric and one Magnetic, which are out of the Sync by 90 degree driving each other, like Sin or Cos waves on two lateral sides to each other (X-Z and Y-Z Directions). The projections of a 3-D Spiral on two lateral sides would look like a Sin and Cos wave respectively. One side can be attributed to a Magnetic Field and the other side to Electric Field - both driving each other and in one cycle of interaction, Space is "displaced' by a Lambda Wavelength. Bottom line which we all know: EMF waves propagate in Space! But we need to understand the vibrations in Electric, Magnetic and Space field are interconnected.
Now in the labs, many interconnected rods had been made to act like one rod when vibrated a higher frequencies. It is like one balancing a vertical rod on a palm by moving the palm to and fro, side to side to compensate for a "fall" of the rod. We also know from Special Relativity that when matter moves in Space at speeds approaching the speed of light, its length reduces! That means the EMF Forces of matter interacting with each other, shrink the matter or compress the matter space, when moving in Space. That means there is a relationship between Macroscopic Space changes and Microscopic Space changes - they are related and one and the same.
Now when a Flag is hosted, the top far-end does not fall and floats up - when the Flag is fluttering. And something, when a bed-sheet is shaken up and down fast, while laid horizontally, it does not fall under the influence of gravity. What it means that the compensating vibrations of small matter and the associated microscopic mass space can counter the gravity. So there is a relationship between the microscopic vibrations of mass with gravity! These vibrations produce some lateral Tensile Force to counter Gravity!
Now let us look at the microscopic world. We all know this world very well because of Quantum Mechanics. There are at proton and electron level, Electric and Magnetic Fields, while observing the orthogonality, vibrating the microscopic space. And every electron and photon, is basically doing this in its own space-and-time and in its own direction. Molecules are doing the same thing, as Arithmetically they may offset the fields but geometrically there are still some dipoles of the Electric and Magnetic Fields Vibrating - and all of them at Random!
Now if the matter was in a regular Parallelepiped Object, these Random vibrations would be interlinked and vibrating at a very high frequency, but overall getting cancelled. But if the size is randomly shaped and not regular, or if the shape is like a Sphere, the rings of Masses on the outer side of rings would have this "Net Random Vibrations" of Space field being sent out. When any regular or irregular small mass object comes in the spacial vicinity, its vibrations would link up with the Net Random Vibrations and causing Gravity!
So the Net Random Effect of Vibrations comes either from a Irregular Shaped and Sized Mass, or a Regular Shaped Spherical Mass, whose outer rings of the mass have some extra mass that does not cancel out. The "curvature" of the Rings of the Masses in Space-Time of Mass, contributes to the "extra" mass in outer rings. This "extra" vibrations moves out from center to the outer rings, and outwards, to pull "small mass vibrations" towards itself to compensate!
So gravity is again seen to be happening because of: (1) "Extra" Mass coming from Random Sized and Shaped Object, or (2) Curvature of Regular Sized and Shaped Spherical Mass which leads to a Net Random Vibration of Space!
It is a two way street, where a Random Mass would be eventually shaped into a Regular Spherical Mass. And Gravity would be caused by the Curvature of the Mass but also because of the molecular and atomic vibrations that did not not cancel out.
So the reason Gravity happens is because of the Atomic and Molecular Vibrations which do not cancel out because of the Geometry of the Matter (and is surrounding Space-Time) - meaning the Curvature of Space-Time of the Matter Space!
The bending of Space-Time in Matter ultimately leads to Gravity - but through the vibration of Atomic Particles and Molecules!
There are two more things than said in the post here. One is the "curvature" of mass itself lends to gravity, and so does the "gradient of mass" radially. It starts with randomness of mass shape. But at the core, it is the vibrations of electrons, protons, and molecules. The Space has two parts. The Geometric Space and the Field Space, which is missed by Science but called Dark Energy. This energy vibrates and creates the illusion of Gravity proportional to Mass. What Einstein said was the same thing in a very sophisticated Tensor Field Equations with Ricci Curvature and Ricci Constant with Stress Tensor and so on.