No, we know the room is curved by mass, and that causes gravity. We know that although we can't look from the "outside in the 4th dimension" or something. One of the effects of a curved space is that the angles of a triangle don't add up to 180° (like if you take a triangle from the North pole, to the euqator, to an other point on the quator, 90 degrees of longitude away, and back to the north pole. That's 3*90°=270°>180°.). In that Youtube video that physicist said that this can be measured by observing some stars, and the sum of the angles is 180°, which means space is flat on larger scales. This means, the universe is either infinite, or must have some "end" somewhere and the latter case sounds pretty unlikely.