Currently, we (or at least I) don’t know how to do multigrid on general problems, so we’re stuck using conjugate gradient. The problem with conjugate gradient is that it is fundamentally about linear systems: given $Ax = b$, construct the Krylov subspace $b, Ax, A^2 x, \ldots$ and pick out the best available linear combination. It’s all in terms of linear spaces. Interesting human scale physics is mostly not about linear spaces: it’s about half-linear subspaces, or linear spaces with inequality constraints.