"Cold" in this context means "a typical particle is moving slow enough that we can safely neglect relativistic effects". Hydrogen plasma on the surface of the sun is "cold", in this sense. Solar neutrinos are not.
I mean, it could be - but you'd need to come up with an explanation for why it isn't warming up at all. Most matter reaches an equilibrium temperature where the outgoing EM radiation equals the incoming EM radiation. This matter isn't doing that.
There are areas of the universe that are "voids" where there's almost nothing, maybe that's where this cold/dark matter is? There's nothing nearby to warm it up? Though this article seems to be specifically about the Milky Way.
Most of the study around dark matter is in the context of galaxies because that's where the gravity/light mismatch occurs. The rotation of galaxies (as influenced by the gravity of the matter in them) indicates there's more matter than what we can see via the light they emit.
That mismatch when observing galaxies is the whole reason we think dark matter is a thing.
Most of the evidence is localized around galaxies (not just rotation curves, but also radial velocities and excess gravitational lensing), but not all. Even uniformly distributed dark matter would still show up as a contribution to the mass density of the universe, which curvature measurements indicate is much higher than baryonic matter alone can account for.
There are potential dark matter candidates are hot like new kind of neutrinos. But observations have ruled those out so the remaining candidates are mostly cold.
Most of the dark matter candidates are not ordinary matter but particles that don’t interact with ordinary matter.