No, a theory must not be wrong. Just not correct in extreme situations.

The same applies to Newtons theory of gravity.
It is not correct, but also not wrong, as it explains
all of the "everyday" phenonema.

The theory of Relativity is (as everyone knows) lacking
to explain phenomena at quantum level. Thus it must be
an incomplete theory.

And gravity beeing "a bend in spacetime" is just a
visual approach, - another way to explain its mechanics.
It is not an explanation! of what it really is, just what it
does.