I'd normally agree with you, but in the particular case of dark matter particles something still smells fishy. The theories that the predicted cross-sections are based on are just too flexible and numerous. I'm not sure how much we gain from ruling out yet more. What if there are in fact no weakly interacting particles? At what point do we decide that enough has been ruled out to start looking elsewhere? Like plasma dynamics or something (please don't shoot me if this is too silly to even contemplate).
Reprioritization of direct experimental searches for dark matter is already happening. WIMPs are by no means being abandoned, but because we are closing in on the neutrino fog background (which is mentioned in another comment), it's been recognized that to myopically cling to the same kind of experiment which dominated the 2000s and 2010s is not a strategic move (both from the "we expect to see something" and the "responsible use of tax dollars" perspectives).
For example: axions, an alternative DM candidate mentioned in another comment, have seen a significant growth in attention in recent years, and the usual detector technology for axion searches is currently being refined and scaled up, from benchtop-scale, dedicated experiments to lab-scale, wide searches.
At the same time, different groups which have developed past WIMP detectors are merging to collaborate on the larger, next-generation detectors. And there is R&D and prototyping happening to create detectors which, although looking for WIMPs, are sensitive in entirely different mass ranges than those of yesteryear.
That's just how particle physics research works. You build a detector that is designed to detect things with specific properties. You run the detector. Did you find the thing? If so, great, if not, well, that's the way the cookie crumbles. Either way you write a paper and you build the next detector.
The Higgs boson has numerous experiments exclude numerous mass ranges excluded before it was finally found.
> At what point do we decide that enough has been ruled out to start looking elsewhere?
"We" don't make that decision. The various institutions who pay for these things decide, one by one, that they're going to fund some thing that sounds more promising instead.
It does kinda suck that there's something there in the universe that is perniciously difficult to see--in fact, that's how it's defined--but that is so important in the way the universe works that we can't simply ignore it. But this is the universe we're given, so this is the universe we'll run experiments on.