Just a guess on my part, but if it was only a hole in a nebula, you’d be able to see stars through it. Again, assuming that they couldn’t see stars through it, they decided it was somehow blocking the passage of light.
I saw a show this week about the Hubble drivers pointing the telescope at a “dark place†in space. They left it there for 8 days and when they looked they found 1,000 new galaxies that were just dim and very far away.