Here is what is really
troubling (or perhaps
exciting, depending on how you look at it) about dark matter.
Kinematic observations of
galaxies and
galaxy clusters tell us that if
Newtonian gravitational theory is correct (and this might be the place to mention that
relativistic effects are
negligible for this situation, so we really are dealing with Newtonian gravity), then there has to be a lot of extra mass beyond what we can see directly in these galaxies. Of course, we could (and people have) come up with some sort of
modified Newtonian dynamics that would explain the observations without dark matter, but in general we like to avoid introducing new physics for every new phenomenon.
On the other hand, suppose there really is dark matter out there. There's nothing spooky about dark matter; we ourselves are made out of it (Dark Matter? You're soaking in it!). However, we're talking about a lot of dark matter here. The dark matter required is enough to account for Omega of about 0.2. Now, abundances of the light elements place restrictions on the amount of baryons you can have at the time of primodrial nucleosynthesis, and here's the punchline; in order to get the light element abundances right, baryons cannot account for more than about Omega of 0.1. That means that if there really is as much dark matter as the observations suggest, then much of it, perhaps even most of it, must be made up of exotic matter.
In other words, no matter what we do, some sort of new physics seems necessary in order to resolve the dark matter problem.