Hard to imagine where you got the idea that dark matter forms large solid bodies. I've never seen any such statement. Do you remember where you saw it?
"Dark" is the term used because it is literally dark ... it does not reflect or emit photons. As orodruin said, it interacts only weakly (if at all) not only with itself but also with normal matter, so there is no way for it to clump (that's what he was referring to by saying it has no macroscopic phases) so it doesn't form even small bodies, much less large ones. Still, it is immensely important to the formation of the universe as we know it.