I mean it's easy to say it's fake, but to counter this, why can a particle that only interacts with gravity not exist?

The neutrino is a good example of a particle that almost doesn't exist. They are produced in solar reactions in spectacular amounts. Trillions of them are flitting through you right now as if you don't exist. You'd need a light year block of lead to ensure you could stop one. Mind-boggling amounts of them have to pass through our detectors to see even a single interaction.

Simply put, the particle physics does not have to behave nice so you can sleep well at night.

We are still in the "ether" times of dark matter. We have still not had a Michelson-Morley experiment. That's it.

Not that I am saying it does not exist. Only that we do not have the means of falsifying it if it is false.

I mean sure nature has no obligation to not have a unfalsifable particle, but you wind up in weird places, like, there exists a distribution of dark matter that explains the poltergeist that knocked over your coffee cup last week.