Short reply
It's possible.
Our ignorance about the universe probably exceeds our knowledge.
Just a year ago, researchers found a tiny bit of water in some of the Apollo moon rock samples. That discovery dealt a crippling blow to the prevailing theory of the origin of our Moon, and so we are back to square one on this very fundamental question.
For some more "puzzling evidence," check out Charles Hoy Fort.
In our world, there's quite a bit of puzzling evidence, even that "Cold-hearted orb that rules the night..."
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