I believe that dark matter really is clumped in galaxies. However, it isn’t particularly clumped in solar systems.
And this is because the clumping mechanisms in galaxies and solar systems are different. Galaxies are bound together almost entirely by gravity. And that is, we theorize, the only force that affects dark matter. Stars and planets orbiting the galaxy almost never interact, despite billions of them whirling around chaotically. They almost never collide or become gravitationally bound to each other, instead they just keep on spinning.
Solar systems are drawn together by gravity as well. You have a cloud of gas, it contracts due to gravity, and you eventually get a star or multiple stars, and various other smaller clumps. But if you imagine the trajectories of individual atoms in the cloud, it’s clear that electromagnetic interaction is very important in forming dense clumps. An object in motion stays in motion unless acted upon by an outside force.
So imagine a hydrogen atom sitting there. It starts to fall towards the center of the nebula. If it has no other interactions, it will fall towards the center, and then continue back out of the center with the exact same energy. It will either form an elliptical orbit if it has less than escape velocity, or a hyperbolic orbit if it has greater than escape velocity. However, that hydrogen atom probably isn’t going to have no other interactions. It will have electromagnetic interactions with other infalling hydrogen atoms…they will bump into each other and slow each other down. So lots of atoms are going to fall into the center, and instead of falling back out of the center, they bump into another atom falling in from the opposite direction, and both atoms stop and are left in the center. And as this happens to more and more atoms, the denser and denser cloud is more and more likely to electromagnetically interact with even more infalling particles and you have a snowballing accumulation into a star, or planet.
Compare that to a hypothetical dark particle. It falls into the center, right past all the other infalling baryonic particles and other dark particles, and just waves hi to them and doesn’t interact with them in any way. And so that dark particle continues on in its elliptical or hyperbolic orbit, never slowing down. You will never have a central concentration of dark particles like you have with baryonic particles.
This is all theorizing that dark particles really don’t interact in any way with baryonic particles, or with each other, except by gravity. Maybe there is some subtler interactions that we having taken into account. However, the reason we don’t believe in them is that we don’t have any evidence for this. The only evidence we have for dark matter is that there seems to be a lot more gravity than there should be, and the simplest explanation for this are various flavors of weakly interacting massive particles.
The reason we can’t just reach out and put these little dudes under a microscope and study them directly is just because they don’t interact electromagnetically or by nuclear forces, only by gravity, so how exactly are you going to detect them?
Sure, there are probably millions of them streaming through your detector every second, but if they don’t interact with your detector, you don’t detect them. And there aren’t as many dark particles on Earth as there are baryonic particles, because if there were Earth’s gravity would be twice as strong.
So dark matter isn’t concentrated in planets or stars or nebula. It is only concentrated in galaxies. There isn’t any more dark matter in our solar system than there is in a random solar-system-sized chunk of interstellar space in our galaxy. So even though there seems to be more dark matter than normal matter in the universe, there isn’t more dark matter than normal matter in our solar system.