What we know is that general relativity fails to explain gravitational interactions at very large scales for the matter we can see in telescopes.

The simplest answer for this conundrum is that there is extra matter that we can't see in telescopes - aka it is 'dark' matter. This substance doesn't appear to interact at all outside of gravity - which is a property we haven't observed anywhere else. Further, in order to explain the motions we see, it would have to outweigh all the visible matter in the universe by a factor of 5, which seems to strain credibility given that - again - we have never seen anything like it.

Another answer for the observations is we are wrong about gravity, that it behaves differently at very large scales. This doesn't require a massive amount of invisible magic substance conveniently spread throughout the universe, but to date no theory has been able to explain all the strange observations - and Dark Matter remains the moderate consensus view.

This doesn't mean dark matter absolutely exists, it is just a hole in our current understanding. We've been looking for it for nearly a century and have yet to find direct evidence. In fact, there isn't even one theory of Dark Matter because it also has difficulty explaining every available observation.

In summary: we have mountains and mountains of evidence that our current theory of gravity fail to explain the big stuff, we have exceedingly little evidence as to what the disconnect with reality is.

Right, we don't know what it is, where it is, how it interacts. We only know that our observations don't match, so it must be there 🙄