One of the things with dark matter (specifically WIMPs, Weakly Interacting Massive Particles) is that they don’t seem to interact with any force other than gravity. This means they can shed momentum, by interacting with each other, or normal matter. In order for a dense object to form from a cloud, the cloud, as a whole, must shed, or cancel out the momentum of the particles involved. WIMPs would not be able to do this via anything other than gravity. This limits their collapse to around galaxy scale.

In short WIMPs can’t form anything more complex than an incredibly diffuse inert gas cloud. We can only detect those clouds on a galactic scale, via their gravity effect.