Ah yes, the classic response to dark matter.
But you should know that this is precisely the same response that scientists took to dark matter. They have spent decades doing numerous studies and experiments trying to nail down the source of these unusual observations that might be "dark matter". And in every single case, again and again they've eliminated everything else it could be and focused in on a very tightly constrained explanation: weakly interacting massive particles traveling at very sub-relativistic speeds (aka "cold dark matter"). The dark matter/WIMP theory has now been verified to an enormous degree across a variety of different observational fronts. Nothing else fits the bill no matter how hard we try, only a very specific dark matter theory fits the evidence.
And it's not unprecedented, we know of other types of dark matter (such as neutrinos) though we know such things don't make up the bulk of the mass that appears to be out there. We have detected it, time and again, we just haven't observed it directly. Nor do we know exactly what it is, though we have some strong suspicions based on likely extensions to the standard model.
There really is no better explanation.