We're not sure it's matter, but let's just say 'dark matter' is a useful abstract label (like 'teapot'). We know that SOMETHING is perturbing our models that are useful (to simplify the analogy, let's just posit that newtonian orbits are casually affected, for example) by measurement. As much as an orbiting 'teapot' is ridiculous, it's also provable that something is unaccounted for, 'teapot' or 'dark matter', whatever the label.

This does not mean that it's matter specifically (just a label), but is a phenomena.