What shouldn't exist and thankfully doesn't?

Phosphex. A semi-sentient corrosive incendiary chemical. Capable of burning rock and corroding almost anything. It is attracted to movement and sound.

Alternatively: an immaterial realm where all sentient thought, emotion, sensation exist, real or imagined; manifesting as intelligent, sapient entities. The soul is attached to it, and goes to this roiling technicolor hellscape upon death. Said entities hunger to devour souls and spread their particular thoughtform's affinity into reality. Able to possess the weak-willed and use their flesh to manifest in physical reality.