It hasn't been unified with quantum mechanics, but we do know where it comes from.
That's a rather big caveat. Either there has to be something gravity "comes from" consistent with quantum mechanics (and which has not yet been discovered), or our current understanding of quantum mechanics and/or general relativity must be incorrect. The latter is very unlikely, so it's fair to say that it isn't known "where gravity comes from."
But at most that will result in tweaks to the theory, which do not obviate its accuracy or its explanation at non-microscopic scales. We may get a grander understanding of gravity, but it's not going to blow out of the water the basic explanation for why the apple falls from the tree. Before Einstein, that really was a mystery.
Actually, before Einstein most scientists would not have thought gravity to be a mystery. Scientists in the 1800's would say that gravity comes from pairs of masses interacting at a distance according to Newton's law of universal gravitation. In much the same way they would say that electrical forces came from two charged objects interacting at a distance. (Inter)Action at a distance was a well accepted principle by then.
The mystery to theorists in the 1800's was how to prove the mass in Newton's law of gravitation was the same as the mass in Newton's 2nd law of motion (F = ma). Einstein solved that with general relativity by applying the equivalence principle that an accelerated frame of reference was indistinguishable from being in a gravitational field.
Wasn't it a mystery why masses had this property that they could interact at a distance?
