Normal stars are in hydrostatic equilibrium, a density where the inward force exerted by gravity and the outward force exerted by the pressure of the hot plasma are balanced. In a dark star the situation would be similar, except the heat would be generated by DM annihilation rather than fusion (the heat from annihilation would keep the star too "puffy" to reach the core pressure and temperature required for fusion.
That's a common misunderstanding. Orbits around many bodies do not work that way, and the particles exchanging momentum so they collide or escape the cloud is normal.
Would there even be friction though? It sounds like the only interactions these hypothetical particles have is gravity and annihilation.
Chandrasekhar dynamical friction?
But it's not on net being pushed outwards. It's in equilibrium. The outward push is on average exactly canceled out by the baryonic matter falling inwards due to friction. If it weren't, then everything would get either denser/sparser until equilibrium were regained. The point is that the forces are working in such a way as to maintain a stable equilibrium, like in normal stars.