I know that Planck scale is the scale where both, gravity and quantum effects are relevant simultaneously. Are there more reasons?
The natural diversity of energy levels at which matter organizes itself tends to isolate related phenomena in interesting and often confusing ways.
Consequently, physics has found that phenomena that seemed inexplicable often began to unravel and start to show revealing internal structure when energy levels are raised high enough to overcome those internal bindings. Both chemistry and nuclear chemistry are examples, followed a bit later by particle physics and the Standard Model.
These successes, when combined with mathematical models that describe the various bindings in terms of broken symmetries, has produced what might be called a universal heuristic in physics: the assumption that if you get things hot enough, you will begin to see enough detail to discern what is really going on. You might call it the heat-reveals heuristic.
For quantum phenomena, enabling the resolution of very small details also unavoidably also entails very high momenta, and thus very high energies. That in a nutshell is the reason for building super colliders.
I would suggest that the main reason for focusing so much attention on the Planck scale is that it is simply the logical conclusion of following the heat-reveals heuristic. It becomes an implicit postulate that since at the Planck scale gravity and quantum theory become roughly equal in impact at that level, it is also where the illusion of disparity will begin to unravel, and the deepest insights into the structure of the universe thus are most likely to be found.
Since such energy levels cannot be explored experimentally, they are instead explored mathematically by attempting to build self-consistent models of how physics would operate at that level.