If they indeed seek this theory, they are not mistaken exactly, but maybe over-stretching their limitations.
Here’s why: There is innately a unified “thing”; that’s the universe itself. There inherently cannot be a unified theory of the universe, as that theory would require equal or greater information than the universe fundamentally holds. So idealistically, there is unity; but practically, it’s nature is beyond some measly theory any sentient formations of matter can harbor or manipulate. It’d be somewhat delusion to think we can form a theory of everything, whilst knowing how hard it is to know anything.