"Given that every theory has its limitations, we need to retain a multiplicity of theories to understand the world."
The easiest counter-arguments are to go after the prompt's unstated assumptions. Some of those assumptions:
Theories can be correct, or can correspond to reality.
Different theories have different limitations.
Theories can be combined without causing conflicts or problems.
Disparate theories that cover disparate topics can play nicely together.
If you want to go after any of those, I would suggest positing some hypothetical sample theories and then playing with how they interact, and the obvious problems you build into the theories. For example:
Theory-A explains everything except aesthetics of art and how to repair unicycles.
Theory-B explains unicycle repair.
Theory-C explains unicycle repair and aesthetics of art, but gets everything else wrong.
If we amass a world view out of Theories A, B, and C, and cast aside all aspects of the theories that conflict with each other, this new combination theory would explain everything.
That is kinda sorta what folks generally are trying to get at with these sorts of questions: Combine a lot of different theories to cover the bulk of reality.
The problems with that approach are numerous.
It is unlikely that theories about aspects of reality would not conflict, leaving us in a position where we have to choose between different conflicting systems.
It is unlikely that any small-scope theory is actually small in scope. Theory-B, on unicycle repair, would also have to cover, through unstated premises, all the aspects of reality that go into a unicycle's existence, metaphysics of change (we're repairing a broken thing), and likely bleeds over into bicycles.
Theory-C is the most suspect. How can it get two categories of reality correct, but get everything else wrong? The two categories that are correct would impinge upon all the other aspects of reality.
That would be one way of answering the prompt. Lay out the premises, go into some examples that test those premises, point to the problems manifest in the premises.
Then, if you wanted, you could point to some systems that explain everything, such as Spinoza's Ethics as an example of a theory without limitations.