> What if it's a messy business where a gene arises that gives a small edge, but brings with it a host of problems.

Because it doesn't. That sort of pleiotropy just is not common, empirically, in humans. Hundreds or thousands of genetic correlations tend to confirm this: there are loads of free lunches. Why is that? A lot of it looks like relaxed selection (eg my other submission shows that our ancestors thousands of years ago appear to have had substantially lower genetic risk of disease because it was decreasing over time, but has reversed), the slowness of selection given the small effect sizes vs the constant incoming stream of new mutations, and the demographic history of humanity of massive expansion from a small starting population based on migration of also tiny groups.