I think "yes, they make those things up" is overstating the situation and contributes to the sort of complaining you describe.
Imagine a scenario where you're standing across the room from a small paper bag on a scale. Confusingly the paper bag, which you'd think would only weigh a few grams, in reality comes in at 10kg. I don't think it's fair to say that I'd be "making up" anything if I theorize that there are massive objects in the bag that I can't see, and based on things like the size of the bag put some constraints on what those objects might be. It's formulating an explanation for empirical data based on our understanding of the physical laws of the universe.
I think that's a reasonable analogue for the current understanding of dark matter. We haven't figured out how to "open the bag" and say what particles or mechanisms are responsible, but it's not just a fudge factor in the models either.
Disclaimer: I'm going on an undergraduate physics degree and a casual interest in the subject.