Not only do black holes defy common sense and understanding they also defy the laws of physics. They are the only non-quantum sized objects we know that don't abide with the classical physics. Sure, one could argue about the size of singularity and it's relative size to anything at the quantum level. But still, unlike the individual quantum particle that doesn't have any effect on the macro scale the effects of the black holes are definitely measurable even in the cosmic scale.
While the theories, as wild as they appear, have been proven mathematically the empirical study of such things is beyond challenging. So far we have hardly been able to get a picture of one. Mostly our observations have been the indirect gravitational effect the biggest known ones have on their surroundings.
So it's quite exiting theory that one of the biggest mysteries of our solar system, the planet 9 could be a black hole. While the studying of such object would still be extremely hard it would still be easier than studying any of those bigger, more distant ones. This one would be at our reach. If we just can find it. It's not easy to find something with up to15 cm radius flying around dark at the edge of our solar system. Not even if it weights 20 times the mass of Earth.