I think the confusing thing for me is that dark matter doesn’t interact with the electromagnetic field so it doesn’t reflect, absorb, or emit electromagnetic radiation.
That seems wrong. "Dark matter" usually means matter that doesn't interact with photons, not just "matter that is dark because no light is shining on it". But if it emits photons, even in a matter-antimatter reaction, then it couples with photons, and so it can't be dark matter in that sense.
Apparently (eg. [1]) there would be a couple of different pathways available for WIMP annihilation, to a W⁺W⁻ boson pair, or to μ⁺μ⁻ muon pair, or a e⁺e⁻ electron-positron pair, so the immediate annihilation products would be charged non-dark matter particles which would either quickly decay or annihilate into photons or simply shed their energy via normal EM interactions.
I think the confusing thing for me is that dark matter doesn’t interact with the electromagnetic field so it doesn’t reflect, absorb, or emit electromagnetic radiation.
But your explanation makes sense to me.