Here is the puzzle that should bother you more than it does. Write down the fundamental laws — mechanics, electromagnetism, most of quantum theory — and they work identically whether time runs forward or back. Yet eggs do not unscramble and heat does not flow from cold to hot. The asymmetry we feel most viscerally is absent from the rulebook.
The standard resolution points not to the laws but to the initial conditions. The universe began in an extraordinarily low-entropy state, and the second law is the statement that disordered arrangements overwhelmingly outnumber ordered ones. Time’s arrow is statistical: we move toward the vastly more probable.
But this only relocates the mystery. Why did the early universe have such low entropy to begin with? That question is unanswered and possibly unanswerable from inside physics as currently constituted. Bracing, rather than disappointing — the most important arrow in your life rests on a boundary condition nobody has explained.