Well yes and even a little bit humoristically according to relativity there is no real gravitational force existing between objects. Mass is just bending and curvature of the spacetime. So the bigger object the more curvature on the fabric of spacetime and smaller objects fall in to them, because of the curvature. In the end Newton was actually wrong with gravitation.

What do you mean by the event horizon in the case of protons, electrons and neutrons?

Remember that it wont be just milky way then, but milky way - andromeda galaxy.

So is there a real alternative to Penrose explanation? I guess the current scientific empirical truth is just that everything started from the big bang and nothing was before that, because before that nothing cannot be confirmed empirically or mathematically. So they just leave it be.

The hypothesis that a black hole was the big bang is not really supported. And of course it is insufficiant in itself, because the black hole had to come from somewhere.