Saying that gravitational waves (which were observed in 2015) are the “cause” of gravity is like saying light is the “cause” of electromagnetism.

Your characterisation of dark matter as “not having been observed” is one of degree and one of terminology. There is evidence that something causes stronger gravitational lensing than can be accounted for by otherwise-observed matter, but this gravitational lensing (alongside other things) is an observation. How then has this phenomenon “not been observed”?