Indeed, although if there are unobservable conclusions from our best models of reality, how much confidence should be put into the conclusions that aren't directly observable?

In other words, should we be of the mindset that our current models of reality are incorrect and there are more appropriate ones which don't predict or result in unobservable conclusions, or are we on the right track and there are in fact things which we will never be able to directly observe

I understand that there are numerous ways of arriving at the idea of multiple universe's and they have their appropriate definitions.

My question is related to Astronomy:

Given that black holes were hypothesized but not observed for such a long time, yet we still put coincidence of them existing, what level of confidence is considered to be appropriate when thinking about other universe's (with the same, or different laws of physics/initial conditions), or areas of the universe that are not directly observable?

Is this something one should have confidence in based on mathematical conclusions? (Ex: Max Tegmarks mathematical universe hypothesis: https://en.m.wikipedia.org/wiki/Mathematical_universe_hypothesis)

Or is the inability to have direct observations something that should hold us back?

As a physicist I have an idea of an answer but am really curious about what an astronomer thinks about it as I have almost no background in astronomy.