> because we cannot in fact observe it directly.

We can't observe anything "directly", other than the contents of our own minds. The "gravitational discrepancies" are an observation.

It seems to me (non-physicist, non-cosmologist) that DM proponents can't tell us what DM is, despite being able to observe it. The article's "nightmare" is that it might turn out to be impossible to do that in principle. To my mind, that would indeed be a nightmare; we would have to accept that there are limits to what we can learn about the Universe. I don't believe we have encountered any such limits before.

Directly here refers to explicit detection (“here is a signal that is DM and gives us immediate knowledge about its properties”) as opposed to implicit detection through inferring DMs existence from a lack of something.

A lot of people complain about DM being fuzzy, and that’s exactly why: we only have indirect evidence. So what everyone wants is a direct measurement of DM, for example a particle signal if DM is a WIMP.

And to your last point: that’s exactly it, the thought of an unknowable thing in the universe is terrifying, frankly. And this has nothing to do with wanting to be right, whatever DM is, I just want to know, even if it’s fancy MOND without defects somehow, or MACHOs.

"The eternal mystery of the world is its comprehensibility … The fact that it is comprehensible is a miracle."

If the nightmare scenario is true, there would finally be a counterexample to this.