Yes, Vulcan was looked for just like DM has been looked for. The evidence for DM is largely indirect, just like the evidence for Vulcan. The OP's comment is a good summary of where we stand now. I suggest comparing all of the evidence for DM and MOND:
There is definitely something to MOND. It would be a remarkable coincidence if MOND was able to make accurate predictions with only a single parameter, visible mass, what takes DM multiple parameters and a tuned mass distribution specific to each observable galaxy. DM definitely "explains more" in some sense because of how much more work it's received, but that's not saying much.
Sure, I was expecting that when I started reading the comment, but then it pretty much fell apart.
Even if the comment was clear, it still isn't a very good comparison: GR has relatively easy to verify things like the motion of Mercury, and the factor of 2 when light is bent by the Sun. MOND, not so much.
BTW I took a graduate class from one of the people who named WIMPs. It took considerable effort to overcome the objection of ApJ's editor to the cute name. Fun times.
Vulcan was looked for and didn't exist. Einstein won that one. I'm unaware of any MOND theory which changes the orbit of Mercury.