According to Neil deGrasse Tyson, we should call “dark matter” “dark gravity” as we do not measure the entities of an ordinary matter in dark matter except exerting gravity.

Thus, as best we can figure, the dark matter does not simply consist of matter that happens to be dark. Instead, it is something else altogether. Dark matter, exerts gravity according to the same rules that ordinary matter follows, but it does little else that might allow us to detect it. Of course, we are hamstrung in this analysis by not knowing what the dark matter is in the first place. If all mass has gravity, does all gravity have mass? We do not know. Maybe there is nothing the matter with the matter, and it is gravity we do not understand[1].

The worst that can happen is we discover that dark matter does not consist of matter at all, but of something else. Could we be seeing the effects of forces from another dimension? Are we feeling the ordinary gravity of ordinary matter crossing the membrane of a phantom universe adjacent to ours? If so, this could be just one of an infinite assortment of universes that comprise the multiverse[1].

More details:

[1] deGrasse Tyson, N. (2017). Astrophysics for People in a Hurry. WW Norton & Company.