I mean, why dark matter? Why not, "we don't understand gravity yet"?
Because "we don't understand gravity yet" contains no data and makes no predictions (ie, it may well be true but it is unscientific). I think of dark matter as a list detailing exactly where and how much we don't understand gravity or cosmological particle physics. When someone wants to test a new theory of gravity, they will know where to check for discrepancies with GR by looking at where dark matter is; alternately, when someone wants to test a new theory for cosmological particle physics, they can test whether it produces dark matter in the appropriate places.