Dark matter is what we'd get if we had a lot of stable particles that didn't interact via electromagnetism, but only by gravity and short range forces.
The standard model has lots of this kind of thing. Leptons don't feel the strong force. Neutrinos are electrically neutral. The weak force only couples to left-handed particles. It seems completely natural to expect some dark matter. The only question is how much.
the Milky Way is pretty ghostly have we considered that we may lack dark matter