Couple of things I didn't see in replies so far. More philosophy than science, but fwiw:
We understand 5% of the energy content we believe the Universe has, so there is more we don't know than what we do know. All the answers here will be based on that ignorance, so take them with a large grain of salt. That said, the picture is fairly consistent, gratifyingly so. Its definitely a good story, regardless of whether its the right one. Chances are it gets a lot right. So, Big Bang, hot hydrogen gas, gravitational collapse due to quantum inhomogeneities, the first stars, then the first galaxies (which came first is still somewhat controversial). Your question can be transformed to at least three better ones:
1. There is clear evidence that somethings very small and very dense exist, not only stellar sized, but super-massive sized. What is the reason we believe these things, we call "black holes" are all the same, only differing in mass, speed, location, charge, and spin (as well as the individual history). The answer is: because we have no evidence that anything can exist between neutron densities (quark/gluon plasma densities) and the singularities. Another way to put this is: because we don't know any better. It could be that states of matter/energy exist beyond what we currently understand but without the infinities inherent in black holes. My point is that what we call "black holes" may turn out to be a whole circus of different things. So, by using a single term, we put all these strange critters into the same box, but that doesn't mean doing so will turn out ultimately to be correct. Time will tell.
2. Given the average matter density of a galaxy, is formation of a central black hole the natural progression of gravitational attraction? We think the answer is yes, unless the galaxy is disturbed (by other galaxies).
3. Did the black hole come first? Almost certainly not, although this is a chicken and egg situation. The first stars are thought to have been hypergiants (many of them) with life-times of only tens of millions of years. (this is another active area of research, so tomorrow may prove me wrong (or yesterday, lol)). This means its likely that there were black holes around from the start of the galactic era. These wouldn't have started out as SMBHs, and there's no reason (afaik) that they are 'theoretically' necessary for galaxy formation, but as said, they will eventually form and almost certainly most galaxies contained BHs from day one.
This is completely outside my area of competence, but all I've read implies we expect our Universe to be more complicated than what our current understanding shows. If it turns out, for example, that there is some new force or effect which prevents the formation of singularities, then that force would have to be negligible at the energies we can observe, and only show up at much higher energy scales. You can look at the Universe as young, only 14 by old. Or you can look at it as old, 14 billion years old. Picture a forest after a forest fire. Now picture ants hatching from their eggs and coming out and trying to figure out from what they see around them, burnt trunks and smoking ashes, what the forest looked like before the big fire. Anyway, there is nothing that requires that no new forces can be added to our understanding, nor that these forces may prevent collapse to a infinitely small point (a singularity). What we can say is there is nothing in the forces we know which prevents such collapse. Required? who knows? Oh, and by the way: empty space is not nothing. Search "vacuum".
