Not just that but the 30s was the tail end of a period of reduction and unification in science. If physics and biology (large portions of it) could be reduced to a handful of principles, why not economics and politics. Darwin, Maxwell, Einstein, Hilbert, the Vienna Circle. It must have seemed like science was on track to explain more or less everything.
It’s interesting that the theory of Quantum Mechanics emerged just after this point and threw a wrench in the idea that the universe could be neatly explained through a universal single theory, suddenly there were more questions than answers. And Einstein famously hated quantum physics.
There’s something to be said about the cultural impact of quantum mechanics and how it shifted people’s perceptions from a universe that could eventually be explained by a set of fairly simple, understandable laws of physics to one that is much more complex, mysterious and contradictory. Suddenly the laws of the universe were defined by randomness and uncertainty, rather than determinism and easily understood logic.