What Al Doge said is correct. In informal English, "holy grail" means something really great or something (not a person) you love. When you say, "there is no holy grail," it means there's nothing perfect in the context.

The holy grail is a mythical object relating to Christianity. https://simple.wikipedia.org/wiki/Holy_Grail In daily conversation, "holy grail" is also used as a metaphor when talking about "an object or goal that is sought after for its great significance ." An example sentence from Merriam Webster's dictionary is: "Finding a cure for cancer is the holy grail of medical researchers." https://www.merriam-webster.com/dictionary/Holy%20Grail So it probably either means: "there is no Holy Grail; it's a myth" or "There is no one single object that we think is that important"