One talk started with a lecture on the lamppost problem. It asked: why exactly are we looking for WIMPs? Because we know how to build a WIMP detector.
I'm not equipped to answer questions about dark matter anymore, but I will say that a lot of the knee-jerk comments in this thread underestimate how smart physicists are. Some of the most brilliant minds in science have contributed to dark matter cosmology. They are particle physicists, cosmologists, fluid dynamicists, and simulationists (reaching a little bit with the terminology here) all working together.
Science is progressing in the natural way of excluding theories from easiest to hardest. The fact that there are so many people working to exclude the "obvious" (or even "obviously wrong") theories should be evidence of how difficult this problem really is.
It may turn out that dark matter is explained by a non-particle phenomenon, or that it is matter that simply acts purely via the gravitational force and nothing else. I don't know what the implications of this would be. But none of that is obvious or easy to prove at the moment.
Nor is it easy to come up with a dark matter model which satisfies all the necessary constraints. You cannot just say, "there's some stuff out there" without collateral effects on (say) the distribution of matter in the universe.
For why we believe dark matter exists, see here: https://kids.frontiersin.org/articles/10.3389/frym.2021.5760...