I might agree re: Louis CK. I wouldn't agree re: James Cameron. Set/costume design is an entirely different art form from directing; I was actually very impressed when I read about his early work designing for films before he became a director. Saying the two are similar arts would be like saying that, I don't know, working with Photoshop and Illustrator is close to being a marble sculptor.
I'd also cite, say, Ricky Gervais as an instance of a person who is pushing the boundaries of multiple fields at once. His directorial style inspired a dozen other single-camera television comedies (including Arrested Development, which I think is the king sitcom); his acting style and his "theater of embarrassment" similarly begat actors like Michael Cera, and a wide stripe of other comic actors who play off deadpan silence. His writing style, meanwhile, especially for the original Office and for Extras which followed it, was incredibly bleak and devastating, and simultaneously very heartwarming. He had a sympathy for his characters which very few TV shows had. I think his particular blend really set a trend for a decade of television that followed.
I think the problem is how we define "expert". If you mean somebody who is definitively at the top of a field, then, yes, you're right, we don't have many people at the tops of multiple fields at once. That's because it's hard: We have more competitive fields now than we've ever had before. More experts in every single thing. But I'd argue that we probably have just as many people operating on that high a plain of expertise in multiple areas. It's just that when you've got so many, it becomes very, very hard to notice every single one, and so the bar for "exemplary" gets incredibly high. It's a bias in the data that returns more dismal-looking results.
Addendum 1: Unfortunately I can't name many people in the sciences, because I'm as far from a science person as you get. I'd be convinced they're there, though.
Addendum 2: I don't just mean a musician who plays multiple instruments. I mean a musician who plays multiple aesthetic styles with radically different philosophies. There are guitarists who can play funk music and flamenco and free jazz and modern classical. If you know anything about the cultures and styles of any of those four, you know that the difference between playing each isn't just technical ability. It literally requires playing the instrument in ways that are anathema to any of the others.
You might argue that just because all four styles are classified as "music", they are too tied together to count as diverse; I'd argue that you're wrong. They're about as similar to each other as physics are to linguistics, which is to say that while there are similarities, they're simply too far apart to be umbrella'd together without doing each a great disservice.