Because the models of dark matter that fit the data are few and testable, while the models of God that fit the data are limited only by the imagination and credulity of man--in other words, infinite--and are not testable.
I am always in awe with what physicists’ (indeed all of us) are trying to grapple with in the universe, considering how miniscule our knowledge is of our environment. In relation to the concept of God, some people say that if they had all the information, then we could explain everything. But that is a huge ‘if’.
We know about the seemingly impossibility of the accidental construction of the structure of the DNA by ‘natural’ phenomenon. (The analogy of the typhoon hitting an aircraft spare parts factory and blowing together a fully functioning 747 comes to mind.) Some people choose to believe that with time, this could be explained in a natural context whereas others believe that it can only be explained in a supernatural context. Each belief is valid – it’s just a question of faith.