Most of the exotic particles created in colliders are unstable and decay quite quickly into lighter particles, so they're not good candidates for dark matter. Which lighter particles are produced depends on properties of the initial particle, since quantities like electric charge are conserved (the initial particle's charge must equal the sum of the decay products' charges).

Supersymmetry predicts a new form of conserved charge called "R" charge; since none of the light particles we've seen has R charge, any heavy particles with R charge cannot decay into them, and hence some of those particles (the lightest ones) will be stable.

If such heavy, stable particles were common, they could make up the dark matter we've inferred exists.

See https://en.wikipedia.org/wiki/Lightest_Supersymmetric_Partic...

The problem is, each time a collider fails to find any of these heavy supersymmetry particles, the theory gets shuffled around and a new prediction is made with a higher mass. The mass range investigated by the LHC is now so large that it's difficult to shuffle around supersymmetry any more, and it might be time to consider it falsified.