Ordinary matter tends to clump into things like galaxies, stars, and various detritus like dust, planets, orange peels and humans because it interacts with itself.
It's pretty much been determined by the behavior of dark matter around galaxies that it doesn't interact with itself or with ordinary matter (or if it does, it does so to a vanishingly small degree).
Imagine two big clouds of stuff, motionless with respect to each other but big enough to gravitationally attract. Now let them go.
In one case, let them be ordinary matter, released to fall into each other via gravity. They will do so -- and when they hit, the particles will interact, and heat up, and collide and turn momentum into heat or radiation or whatnot. That will drive clumping. Pretty soon you'll have one big cloud of hot, clumpy matter, very possibly on its way toward forming stars.
In the other case, let them be dark matter. If they act as dark matter is believed to act, will fall through each other. They won't hit each other, because that's an interaction. They won't heat each other up because they won't hit. Because they don't interact, the clouds would fall through each other. If you arranged the starting conditions just right, they'd fall through each other, change places, then fall through each other again and end up at their starting positions, motionless and poised to do it all over again.