There's no guarantee that nature is complicated--it's just that current models of nature are complicated. But any sort of model that you can begin to understand

There's no guarantee that nature is complicated--it's just that current models of nature are complicated. But any sort of model that you can begin to understand without tons of math has to be at least somewhat intuitive. So what you're asking isn't so much "Why is nature complicated?" as "Why is nature not intuitive?". And the answer to that is simple: nature is not intuitive because intuition is a very pragmatic tool evolved to deal with the macroscopic world you inhabit; it would not make sense for it to be optimized for understanding particle physics! Also, our understanding is simply not complete; it might turn out that there is some relatively simple underlying system and we are merely describing part of the second or third-order effects so cannot see this underlying pattern.