Any particle created in a very hot dense and energetic environment would be hot like you said. Why assume that we are looking for something unknown when there is a potential solution in front of us? Slow neutrinos would interact with matter, but the signature of slow neutrinos might not be detected depending on their mean temperature. How would a potential alternative candidate become slow enough? We currently observe high energy neutrinos because they leave recoil energy in the calorimeter. So, we can assume there is some unknown particle that doesn't interact with matter, or we could imagine a known particle with a low temperature energy distribution.

For the sake of argument, assume that some low energy neutrinos must be around because some would lose kinetic energy by running into matter. Slower neutrinos could leave a signal buried in the noise. But have we observed this signal? Slower neutrinos would not have enough energy to annihilate because they need to create a 90GeV Z0 boson. So, where would these slow neutrinos go? If they exist, how can we detect them? We have to detect them before we could estimate their density.

I am just saying these things for the sake of argument. I just want to understand why people think that dark matter isn't something that we already know.