Why couldn’t the Planet Nine, or say Planet Ten, just be a wormhole or a new type of black hole we haven’t seen yet?

It likely isn’t micro black holes as these don’t last very long due to loss of mass from radiation (black holes will always radiate and so decay according to Hawking Radiation models). A Kerr or any other long lasting, large black hole would be visible. If not apparent directly, they are indirectly observable by gravitational lensing of background star/galaxy light which we would have noticed by now. Probably, it’s something that actually would be gravitationally significant but hard to see, such as a gas or dust cloud. It’s either a vestige of our solar systems formation or a rogue mass of gas that floated into distant orbit. As for being a planet itself it would need to be made of something very dark and cold. A rogue planet is possible since it would likely arrive quite cold, but the many telescopes and the few probes out there don’t sense light or gravity from a planet. So a blob of ordinary, boring stuff is probably all it is. Have fun speculating though!