I ran some numbers, for the Milky Way[1], the visible matter is roughly 1e11 solar masses, while the dark matter halo contains[2] about 1-2e12 solar masses (depends on your cut-off), I'll use 1e12.
The moon is about 3.7e-8 solar masses[3], so you' need about 2.7e19 of these "rocks" to make up the Milky Way dark matter halo. For comparison the Milky Way has about 250e9 stars[4].
So we're talking over 100 million "cold rocks" per star in our galaxy.
Nebulae are an argument in favor. They are observable b/c they're not dense. They have a very high surface area to mass ratio.
Light passes through them and they have absorption spectrum. They also emit a lot of black body radiation.
By contrast a moon size object has a very low surface area to mass ration. It has no absorption spectrum b/c light can't pass through - and any black body radiation would be negligible b/c of relatively small surface area
Nebulae usually are usually even less dense, just a few molecules per cubic metre, but they are still easily observable.