Just because something seemingly doesn't interact with EM fields doesn't mean it isn't there, it's just something that only really interacts with the rest of the universe on a gravitational level.

That'd be a valid comparison, if there were any evidence of a soul existing. The effects of matter, on the other hand, are clearly visible - or invisible, in the case of dark matter.

While we haven't detected dark matter in a lab, it isn't on the same level as a metaphysical soul.

I'm not aware of any physical phenomena for which a soul is the best theory currently available.

Whereas dark matter is the best theory so far to explain observed gravitational effects^1 that cannot be explained by general relativity and detectable matter alone. Yes, it may be due to something else (other theories exist and maybe someone will come up with another better one).

1 includes: "formation and evolution of galaxies,[1] gravitational lensing,[2] observable universe's current structure, mass position in galactic collisions,[3] motion of galaxies within galaxy clusters, and cosmic microwave background anisotropies." - wikipedia