https://en.wikipedia.org/wiki/Hidden_sector
The scary thought is that, were it true that there is voluminous richly-interacting dark matter, we would be the actual dark sector.
I can imagine other scary thoughts, though. Ever read any Warhammer lore?
By itself, that does not exclude the possibility of dark matter having other interactions which do not interfere with our detectors.
Don’t ask me how or why, but this is essentially the universal (pun intended) consensus amongst cosmologists.
Since where we see dark matter mass shadows we don't see structure formation, what self interaction it may have must be very, very limited.