Why assume gravity exists? That mass attracts mass, purely of itself and not due to any sort of magnetic force?
That is an interesting question... if you really want to learn something about it, and really want to get an answer.
We have, based on some centuries of research, experimentation and theoretical explanations, a rather good understanding of the phenomenon of electromagnetism. We can measure it... we can use it. In fact, we use it constantly and our theoretical models conform very well to the observations and applications we make.
The force of attraction between masses does not fit within this system. Again, based on observations and experimentations, we have found that this force is
only dependent on mass, and not on electromagnetic charge. If that wasn't the case, we would observe objects with different charge or magnetic structure fall differently, for example.
But we don't. So this attractive force is not some kind of electromagnetic effect that we know of. It is a different kind of effect.
Because it is not influenced by the principles behind electromagnetism, it cannot be some "sort of magnetic force".
So it it something different, a different attractive force. We just have to give it a name... and because it makes objects heavy... we call it "heaviness". Or, because scientists like to give things names in or derived from Latin: "gravity".