The 2nd law is an observed fact with very shaky theoretical underpinnings (I am not talking about the behavior which has very strong underpinnings). It appears to be an emergent behavior rather than a fundamental one. It is a surprising fact given what else we know about the universe. It breaks the time symmetry of the other laws of physics. This is akin to learning that even though the laws of physics dont break position and rotational symmetries, there is a preferred direction and spin. In fact there is a preferred spin- all neutrinos are left handed. There are huge research efforts to understand why or if there are corresponding right handed particles. Broken symmetries mean big things because as far as we can tell the universe is ruled by what symmetries exist and in what ways they are broken.