Observing and measuring a phenomena is not the same as observing and measuring a substance like matter. They observed a phenomena they couldn’t explain so they fabricated something they can’t prove as a way to explain it.
So? "Fabricating" something is precisely what they're supposed to do. It's nothing other than an example of that hypothesis/experiment thing that forms the backbone of the scientific method.
Your assertion that they "can't prove" it, however, is not particularly interesting. As it happens, there are a variety of experiments already in work, or in planning stages, designed to gather evidence on the predictions concerning dark matter theory.
For example, recent Hubble data have provided indirect evidence of its existence. It supports the hypothesis ... though of course the observations could possibly support different hypotheses as well.