We don't have evidence for event horizon. Black hole is a hypothetical object to begin with, it exists only in mathematics, what evidence.
I don't think there is any harm really in calling the objects we have "taken photographs of" (these images are model dependent, so to call them photographs is a bit of a stretch) "black holes," but if we want to be totally precise a black hole is a specific concept in GR, a theory which most people think is incomplete, and we have only found some correspondences between that theoretical object and some observations in the world.
It is an interesting exercise to apply this sort of thinking to (for example) electrons. Do we know electrons exist? In an informal sense, obviously, but in a more detailed sense I would argue care must be taken. We know that QED, for example, is not renormalizable, and thus we ought to be careful to distinguish the notion of "QED electrons" from "Standard Model Electrons" from "the things that leave exposures on our detectors."
But we do know considerably more about the qualities of the physical objects we measure and call electrons than we know about the qualities of the physical objects we measure and call black holes. I don't think its unreasonable to be careful about these things.
Yes, we have photos of collapsed stars, some of which were above the Tolman–Oppenheimer–Volkoff limit and became black holes. When they are not above it, they either become white dwarf or neutron stars.
It's worth noting that there are a number of phenomena for which we have built detectors to find this mysterious "dark matter", all of which have failed to turn anything up whatsoever. In fact they are less than useless in that we still don't know if any of the proposed mechanisms can even be ruled out yet. The experiments achieved basically zero information gain in that regard.
Occam's razor flashes bright in the cold dark of space.