We do not know at 100% whether dark matter is there. There are models in which gravity is modified and that are totally valid (i.e. not excluded). I however agree with the fact that the dark matter option is the one associated with the strongest evidence, although it is indirect.
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And indirect leads to the mystery path and here research part becomes more interesting.
The less we know about it, the more exciting it is indeed for our imagination :)
That's true.