Science

This is the coldest point of our entire galaxy (and maybe the entire universe). 
It is at the INFN (National Institute of Nuclear Physics) in Italy. 
It’s just 6 millikevin (-273.144 C)

How do we know there's no colder point in the infinity of the universe?

The background radiation of the universe is ~2.5 kelvin

And nothing can be colder than the background?

Nothing natural. Even the interstellar void cannot go below the background radiation. 

Maybe on another planet with aliens that can manage technology like us, there may be another detector like that.

Even in places that we don't understand like black holes or dark matter or anything unknown? I mean, it seems strange to me to say it's impossible when we know we know nothing...

Out of curiosity, I researched and it seems Boomerang Nebula is 1k, so colder than CMB.
https://en.wikipedia.org/wiki/Boomerang_Nebula?wprov=sfla1
Why not other places even colder? Adiabatic cooling seems to work well in these cosmic places.

Black holes are hot. Very hot. 
To be near the absolute zero (0 Kelvin) there must be no oscillating particles. So the coldest points are those with nothing in them. But the background radiation pervades the whole space time fabric. 
So you need to artificially remove it from a specific point to go below 2.5 K.