For example, some giant “planet” the size of our sun which has a surface like the moon, floating through space in darkness.
Tangentially, how are we sure that black holes aren’t these? Are we misinterpreting absence of light as black holes when instead they could just be large dark objects?
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For a pretty direct answer to your title question: because it’s harder to find things in space when they’re not letting off a lot of light, and because most supermassive things are hot and bright, which is a direct result of how massive they are.
Heat/light from stars is generated by nuclear fusion, which (in stars) happens when the force of gravity is so strong that atoms basically get pushed together. With any solid object as large as the sun or anywhere remotely near its size (volume), gravity would be strong enough for fusion to happen and thus it would be a star itself.
Neutron stars might be an example of the giant “planets” you’re describing, except they’re tiny by volume- they can have about the mass of the sun but only a diameter about the size of a city. Gravity has basically gone to the extreme and smashed the protons and electrons that are normally in a bunch of atoms into just neutrons. They’re not undergoing fusion anymore so they’re not making energy, but many of them are still hot and bright just from the leftover energy they have from when they used to be stars.
Black holes are also detectable because they don’t just suck light into them, but they also bend light around them. If you have something massive enough to significantly bend light and it’s also completely black and emits no detectable waves, it’s a black hole
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