One way of answering this question would be to point towards the thematic unity that exists between the main plot of Lear and his slow devolution into madness and the subplot of Gloucester and his two sons. Clearly, the main plot and subplot intersect at a number of key points, but what unites them more than anything else is the play's presentation of this world as being a place where there is no assured justice for the good or for the evil.
One of the defining characteristics of this play is that it is arguably the bleakest of all of Shakespeare's tragedies. There appears to be no rhyme nor reason to the cataclysmic disasters that befall the characters, which leads us to question whether there is actually any justice or if the world itself is implacably opposed to humanity. Gloucester, for example, muses about precisely this issue when he says:
As flies to wanton boys are we to the gods;
They kill us for their sport.
For Gloucester therefore, his experiences teach him that there is no sense of justice in the human, moral version of the word, and instead humans are plunged into a world where there are no guarantees and nothing is certain. Even though Edgar believes that "the gods are just," the ending of the play presents us with incontrovertible proof that although the wicked die, the corpses of good characters lie alongside them. Both main plot and subplot therefore brilliantly capture this ambiguity through notions of fairness and justice. Just as Gloucester is blinded in a horrific act of violence in the play, so the image of Lear cradling the dead Cordelia in his arms presents us with a very problematic notion of "justice."