What causes it? Nobody really knows. There are theories. They are "black box" theories that sometimes accurately describe the effects of gravity, but only hypothesize the nature of the underlying mechanism.

Anyone can dream up a hypothetical mechanism for gravity. My pet/crank theory is that spacetime is a physical thing, maybe a super_something_ material, and the matter we are made of sees it, and moves through it, the same way electrons "see" and "move" through a superconductor. For example, if a wire is superconducting, electrons will follow the curve described by the wire. Spacetime could be a solid with a complex topology, invisible and frictionless to us. Galaxies could be sloshing around between the peaks and valleys of this topology.

Astronomers see "Einstein rings" around distant galaxy clusters, light apparently being gravitationally lensed, and imagine that galaxies must have 5-times more mass than what is visible to us. There must therefore be some invisible particle, like neutrinos, causing this effect.

Maybe they're right. They have all the expertise, the billion-dollar scientific instruments, the published journal articles. What are the odds they could be wrong? Considering the history of science, I think the odds are pretty good.