And gamma rays come from all over

A dark matter search looks for gamma rays from dark matter annihilations. It seems a little bit of a stretch, but if the lowest energy dark matter object is a Majorana particle then you should sometimes get gamma rays when they annihilate. Fermi LAT doesn't see that. In fact,

The team discovered that the pulsars, active galactic nuclei, and the all the rest of the gamma-ray sources pinpointed by the LAT account for only about 10 percent of the gamma-ray photons that have been detected. Extragalactic diffuse emission, a glow that pervades the universe and originates in distant, indistinct sources, comprises approximately 15 percent of the total.

So where does the other 75% come from? What is going on out there?

Somewhere our calculations are a little off, or we're overlooking something obvious.