>>12586090partially because there are still many valid theories, and because dark matter is so weakly-interacting that you can theoretically search for months and not find anything, even if something is there. also, our experiments haven't "failed" but they've placed stronger and stronger bounds on the potential mass and interaction of these dark matter particles.
axions are a very promising dark matter candidate because they also address another problem in fundamental physics. in this sense, searching for axions is equivalent to searching for both "dark matter" and "new physics" in one experiment. a lot of recent dark matter searches are like this as well.