Some people speculate that the mysterious dark matter in the universe could be tiny black holes. But on the other side, could dark matter particles attract each other by gravity and finally form a black hole? Since dark matter is even more abundant than normal matter, the dark matter black hole should not be rare.
Dark Matter has not been detected within the vicinity of Earth by even extremely sensitive detectors such as the LUX (Large Underground Xenon) detector. Yet scientists believe that the halos surrounding galaxies are replete with Dark Matter.
It seems more likely that the LUX detectors could not detect Dark Matter simply because there isn't any in the vicinity of our Earth. That would essentially mean that Dark Matter distribution is perhaps non uniform across our galaxy. Since it seems to be localized in galactic halos, and perhaps such regions that are beyond the gravitational field of massive bodies (such as planets/stars/galaxies). Therefore it appears that Dark Matter could be gravitationally repulsive with respect to normal matter.
In that case, it makes perfect sense why Dark Matter cannot form Black Holes since they simply cannot be packed close enough (due to their 'soft' mutual repulsion), to form Black Holes. That also would explain why they are found mostly in the outer reaches of galaxies, within their halos.
For more details please see http://urbanyogi2012.blogspot.ca/2014/06/on-dark-matter.html
I think the problem with matter that only interacts gravitationally is that it's hard to get it all to stay in one place. Nebula slowly form stars and planets in part because of collisions between particles lead to larger particles, which tend to attract further particles. But particles that just wizz right through each-other can't coalesce without violating conservation of angular momentum. That's not to say that it's impossible, however. Just that the dynamics are different.