Why tiny objects have a physics of their own

What matters more than size is the number of degrees of freedom describing a system.

Elementary particles have few degrees of freedom. The physics that deals with systems with few degrees of freedom is quantum theory.

Macroscopic things usually have many independent and uncorrelated degrees of freedom. Consequently, quantum behavior is somewhat mediated, and one is left with classical physics.

When, on the other hand, the behavior is coherent even at the macroscopic level, you have phenomena such as lasers, which can be miles long and still be subject to quantum mechanics.

These systems have few degrees of freedom because some physical mechanism or constraint limits their behavior. A very low temperature, for example, brings the particles of a fluid into the one fundamental state, reducing the number of degrees of freedom to that of a single macroscopic particle.

The photons in a laser beam are coherent, and their behavior keeps them interrelated, so that the number of degrees of freedom decreases and the beam behaves as a single photon.

The problem with gravity is that the very weak intensity of the interaction makes it relevant (and detectable) only when large masses are involved, which almost always means lots of degrees of freedom.

Gravity is therefore a phenomenon that is typically classical and not mathematically treatable by quantum mechanics, in addition to the experimental difficulty of studying its effects on a few degrees of freedom.