To correct myself, because I didn't actually bother to check first, there are actually black holes or probable black holes closer than the center of the galaxy. Like, a lot closer. [1] And we've seen a lensing effect from at least one of them. And moreover that one happens to be isolated from other material. [2]
[1] https://en.m.wikipedia.org/wiki/List_of_nearest_known_black_...
[2] https://en.m.wikipedia.org/wiki/OGLE-2011-BLG-0462