Good point! However, inside an event horizon we should have a preferred direction in which all the light cones that can catch up to us actually catch up to us (

Good point! However, inside an event horizon we should have a preferred direction in which all the light cones that can catch up to us actually catch up to us (if Penrose diagrams hold true within an event horizon). That would mean that looking in that direction the universe would appear brighter and given how smooth is the CMB that doesn't seem to happen. It could still work if we assume that when this black hole was created either everything or nothing was causally connected to us. Fascinating point!