Inventing a new particle to explain a discrepancy has worked really well before[0]. Past results are never a guarantee, obviously! But there are lots of ways that a dark matter particle might exist but be really hard to detect; it would not at all be surprising that another particle or class of particles exist that are just really, really hard to see.

[0] https://en.wikipedia.org/wiki/Neutrino#Pauli's_proposal