There's a very similar parallel with dark matter in modern times. We certainly have endless hints to the truth that will be evident in hindsight, but for now? We are mostly convinced that we know the truth, perform experiments to prove that, find nothing, shrug, adjust the model to be even more esoteric, and repeat onto the next one. And maybe one will eventually show something, or maybe we're on the wrong path altogether. This quote, from Michelson in 1894 (more than a decade before Einstein would come along), is extremely telling of the opinion at the time:
"While it is never safe to affirm that the future of Physical Science has no marvels in store even more astonishing than those of the past, it seems probable that most of the grand underlying principles have been firmly established and that further advances are to be sought chiefly in the rigorous application of these principles to all the phenomena which come under our notice. It is here that the science of measurement shows its importance — where quantitative work is more to be desired than qualitative work. An eminent physicist remarked that the future truths of physical science are to be looked for in the sixth place of decimals." - Michelson 1894