Are they certain it’s only 3-dimensional?
Flatlanders are always surprised.
Four dimensions, actually, including time.
In any case, we are completely unable to perceive other dimensions, even if they did exist. With everything in the physical world describable in terms of the x, y, and z axes and time, what possible use is there for another dimension?
On a physical plane, 4 dimensions are enough (time in particular as the 4th one).