I think this is roughly the question why are there galaxies (and clusters, and stars) at all? And the answer is that the primordial soup wasn't perfectly smooth

I think this is roughly the question why are there galaxies (and clusters, and stars) at all? And the answer is that the primordial soup wasn't perfectly smooth, and gravitational attraction has the tendency to make clumpy things more clumpy. Precisely how un-smooth the soup was, and how clumpy galaxies are today, is quite a large part of the information we have about the history of the universe -- the CMB is a snapshot of the soup right when it came out of the kitchen. If dark matter was just like matter, then you'd expect it to go along for the ride, and exist now mostly in the same places (and at the same contrast) as normal matter. If it were something else, then its distribution could be much less clumpy, and I think this is a constraint on what kinds of things are plausible candidates.