In physics (and in many other areas) it is unsatisfying to wave your hands and say "it is so because our measurements prove it". A theoretical model that explains why the measurements come out the way they do is far more valuable because it leads to other insights.

We can predict the behavior of a gyro but there is still a fundamental question of what a gyro is relative to since GR tells us there is no universal reference frame. Are gyroscopes entirely local or does the gravity of distant galaxies present a sort of universal reference frame? Or is it something else entirely?