I think this is a bit misleading... It's not that black holes and dark matter don't interact -- dark matter responds identically to the gravity of a black hole as would any other matter. The thing is, dark matter is collisionless. That is, it will pass right through itself and normal matter without generating friction. This makes it difficult to fall into a black hole, since it would have to be in a basically head-on trajectory. Normal matter often falls into a black hole by forming an accretion disk around it, where friction slowly robs the matter of its orbital energy and it eventually falls in. Since this process cannot occur for dark matter, it is no surprise then that black holes do not consume much of it.
Similarly, we don't really expect dark matter to form black holes, even though there's no reason they could not. Again, it is the lack of friction which makes this process very unlikely.