We also know there's a very massive and small something at the center of the Milky Way, because we can see things orbiting it. (See https://en.wikipedia.org/wiki/Sagittarius_A* video "Stars moving around Sagittarius A*, 20-year timelapse, ending in 2018")
And we can measure gravitational ways from what appear to black holes - something needs to explain the observations at https://en.wikipedia.org/wiki/List_of_gravitational_wave_obs... .