Hi friend, first off I really appreciate how charitable your question is. As a Catholic I was very excited to find the good bishop's AMA but, to be frank, there's a lot of not-so-charitable stuff floating around this thread.

But why can’t nature itself be non-contingent?

This is a wonderful question that's been asked by many of the greatest Christian philosophers across all 2000 years of our tradition. Firstly, your question itself assumes what one might call step 1) of a cosmological argument. Based on your question, I think you and I would agree on step 1) below.

1) There must be at least one non-conditioned (i.e. non-contingent) reality in the totality of reality. How can we see this? Many realities or modes of being are conditioned, or contingent. I, for example, am conditioned on my parents having met and loved, but I am also conditioned on the relative strengths of the electromagnetic and gravitational forces, on my current molecular makeup, etc. So a conditioned reality is just anything that can only exist if conditions external to it are fulfilled, conditions either temporally or hierarchically prior.

But can the totality of reality be comprised of conditioned realities? One can see by reason, no. For if the totality of reality were conditioned, then that is just to say that the totality of reality is something that can only exist if conditions external to it are fulfilled. But there can be no external conditions to the totality of reality. We can conclude that there must be some mode of being within the totality of reality that is a non-conditioned, necessary mode of being.

On this point I think you agree? Your question supposed that perhaps something in nature could be that necessary mode of being, perhaps something like a brute physical simple (atoms, superstrings, whatever, see Graham Oppy).

What we might do next in step 2) is conceptually explore what properties an unconditioned reality can have. This is where things get really interesting but also pretty heady. Let me give only a very brief, cursory overview of the line of reasoning.

2a) The unconditioned reality from 1) must be fully active or actual, existing through itself. For if the reality were not already actual, then it would need to be brought into actuality by some external condition, and so would not be the unconditioned reality. And if it were not existing through itself, then it would only exist in virtue of something else, which would also make it not the unconditioned reality.

2b) The fully actual act of existence through itself from 2a) must be unique. For if it were not, then there would need to be a differentiating feature between both. But as we saw in 2a) nothing within the unconditioned reality can be different from this pure act of existence, for then that part would not be the unconditioned reality. So we see there is no way to have multiple instances of the unconditioned reality.

I will stop here as it is getting long. But you can continue with this reasoning and by the end, the unconditioned reality starts to look less and less like a physical simple, or an aspect of nature, and more and more like Aristotle's Unmoved Mover, or Plotinus's The One, etc.

I have drawn all of this from this wonderful little eBook by Pat Flynn. You can check it out on Amazon for only $1. It's very short, you could probably read the whole thing in an hour or two. I'd highly recommend it as it goes into much more detail than I can in a reddit comment. And even that book is only the tip of the iceberg on this topic. St. Thomas Aquinas in his Summa Theologiae, for example, spends a couple Questions at the beginning addressing 1), but then spends reams and reams addressing 2) in full detail.

Also, 1) and 2) here really only get you to Aristotle's view of God, the Unmoved Mover God. To get to the traditional God of Judaism, Christianity, and Islam, you need a step 3) that connects this Unmoved Mover to the revelations of the Abrahamic faiths, and in my view ultimately to Christ. But that would be a topic for another day.

Thanks friend and God bless.