i say this because most the people i know that are doing graduate studies focused on general relativity are in theoretical physics. we're not at the point, technologically, where experimental physics can cover the full range of what general relativity describes. it would be nice to have a black hole in a lab that is not an analogue, though. and one day, we probably will. so, i agree that eventually it will be on par with electromagnetism, but for now it describes a lot that is still very theoretical.
But EM as a subject, as its usually taught, is still theoretical. Experimental EM would be better known as either electronics or statistics. You make it sound like theoretical means lacking experimental support, perhaps that is what the word means in, say, politics, but certainly not in physics.