From an ethical point of view, isn't this immoral?
Well, that is pretty inflammatory language. In fact, dark matter is not only completely ethical, it is part of the standard and typical progress of the scientific method, and similar things have happened often. I will give three brief examples:
Neptune - when carefully measuring the orbit of Uranus, there were some perturbations that could not be explained through the known laws of Newtonian gravity with the known sources of gravity in the solar system. There was a lot of other evidence supporting Newtonian gravity, so first we assumed the existence of a previously unknown source of gravity with the existing laws. We then tried to confirm it through other means and were eventually successful.
Vulcan - when carefully measuring the orbit of Mercury, there were some perturbations that could not be explained through the known laws of Newtonian gravity with the known sources of gravity in the solar system. There was a lot of other evidence supporting Newtonian gravity, so first we assumed the existence of a previously unknown source of gravity with the existing laws. We then tried to confirm it through other means but were never successful. Eventually, GR was developed (not for this purpose) and was found to explain the perturbation using existing known sources.
Neutrinos - when carefully measuring beta decay, there was some missing energy, momentum, and angular momentum. We assumed the existence of a previously unknown type of particle. We also eventually had to assume that this new class of particles was governed by a new fundamental force. This iterated a bit together with experimental data to eventually close on both a new source, neutrinos, and a new law of physics, the weak interaction.
So here we are again. We have data that doesn’t match the theory with the known sources. We have lots of other observations supporting our theory. So, as we have done many times before, we are considering other sources (called dark matter) as well as new laws of physics (e.g. MOND). Far from being unethical, this is the correct, ethical, and usual approach for dealing with such data.
We do not at this time know if dark matter will be a Neptune, a Vulcan, or a neutrino. My bet would be a neutrino, where we eventually find both a new source and a new law of physics, but that is pure speculation at this point. We simply haven’t reached the end of this path yet. The mere fact that you are impatient to reach the end, doesn’t mean that the people who are forging ahead are unethical.
PS From an ethical point of view we judge things as ethical or unethical, not moral or immoral. Ethics are related to but distinct from morality.