"I wish they had a unique language which combines everything into one piece."
Different programming languages accomplish different objectives. For example, SQL is a database language, S and R are statistics, Fortran for engineering, Matlab/Mathematica are used for quantitative analysis/mathematics, etc.
It would be really difficult to try to combine all languages into one since all have different tools and functions. Also, some are proprietary (i.e., Matlab, Mathematica, S-Plus), meaning that you have to have specific programs/licenses to make them effective.
The only one I see being very useful to your standard PM/analyst is VBA.
Programming is pretty easy stuff. Unless you're a developer or quant and need to know it to get a job, you can pick up what you need along the way.
BTW, APL is already a programming language.