Well, not only can we not see it, but the way dark matter seems to interact makes us believe that it doesn't interact with the EM force. For example, most of the dark matter in our galaxy seems to be on the outside in a large, spherical shell. This makes perfect sense if dark matter doesn't interact through the EM force, since infalling dark matter (matter that falls out of the shell and into the galaxy) doesn't seem to be able to lose this energy and clump together. If it could, then we wouldn't have a halo of dark matter, as it would have clumped together long ago just like normal matter did. Instead, it simply passes through the galaxy without interacting with anything and goes right out the other side where it gradually slows down under gravity, spending most of its time in the halo.