I think the problem here is that you're conflating the absence of evidence with the evidence of absence. There's definitely no definitive evidence for the existence of black holes, but (as far as I know) we have no evidence that contradicts current models.
Science works by coming up with a nullifiable hypothesis, then seeing how it holds up as evidence is gathered. When you see contradictions, you adapt your model. I think you're missing the middle step, where you see contradictions.
Not to mention that "black hole" and "dark matter" are sort of place holder names that end up sticking.
These phenomena are also attempts to fix the old model because they didn't produce the correct predictions. Physicists are doing exactly what the OP would like them to do.
Paradigm shifts are also very hard. Your current models predict a lot of things very very accurately. Just look at all the stuff we've built. A new model has a lot to live up to if we want to use it.
Science works by coming up with a nullifiable hypothesis, then seeing how it holds up as evidence is gathered. When you see contradictions, you adapt your model. I think you're missing the middle step, where you see contradictions.