“This suggests a lack of Cepheids in the inner 2.5 kpc region of the Galactic disc except the [Nuclear Stellar Disc].” –N. Matsunaga et al.
If you want to find where all the young stars in a galaxy are, you look for the densest regions of gas and dust: the locations where new stars and star forming regions are most likely to occur. In the Milky Way, like all spirals, we expect this to be in the galactic plane, along the spiral arms, and in the innermost region of the disk and bulge.
When we look in the wavelengths capable of seeing this — and looking for Cepheid variable stars as tracers — we find that our picture is confirmed absolutely everywhere, except the inner galactic disk. For some reason, in the inner 8,000 light years of the Milky Way, we find that it’s almost completely devoid of young stars. This lines up with what we see in the radio wavelengths, but it turned something we thought was well-understood into a surprising puzzle.