There's something that is non-local about how the world works at a deep level in quantum gravity. I don't think we're quite ready to say what exactly that is, but we're getting closer and closer to it. The holographic principle says information is not separately distributed at regions of space. And so without gravity, you can do an infinite number of things in any region of space time. But with gravity, as Lenny says in that quote, you will just create a black hole. If you're doing general relativity for a living, you have to push some tensors around, and it's never that much fun.