How could the ether not exist? All waves must have a medium! When the data doesn't fit the model, it doesn't matter how pretty the model is, the model is wrong

How could the ether not exist? All waves must have a medium! When the data doesn't fit the model, it doesn't matter how pretty the model is, the model is wrong. The right way to answer these questions is to say "The data contradicts my intuitions. How could my intuitions be wrong?"