Why aren't neutron stars full of dark matter?
Because dark matter doesn't consist of particles. There's something of a myth that it does, which I think comes from particle physicists who have never actually read Einstein's original material. I also think science is something of a competitive business, and there's a tendency for advocates to promote their own theory (eg WIMPs) and claim that a competitor theory (eg MOND) is flawed.
Dark matter interacts with the gravitational force right? Well, unlike black holes, neutron stars are actually visible, and they're an enormous gravitational sink, so dark matter should collect to them.
Remember that we have good scientific evidence for flat galactic rotation curves and other phenomena. These suggest that either a) there's some unseen "dark matter" around somewhere, or b) that gravity doesn't work quite the way that people think. However the evidence does not actually say dark matter is made out of particles and falls down.
But if all that is true, which it seems to be, why haven't astronomers detected or used neutron stars to detect dark matter?
Because we do not live in some Chicken Little world where the sky is falling in. I'm referring to Gullstrand-Painlevé coordinates which model a gravitational field as a place where space is falling down. Einstein rejected the idea, but some contemporary physicists take it seriously, see this for example.
Image credit Andrew Hamilton
Why is this relevant? Because in his 1916 Foundation of General Relativity Einstein said “the energy of the gravitational field shall act gravitatively in the same way as any other kind of energy”. This is spatial energy, and it isn't made of particles. The energy density of space near the Earth is greater than the energy density of space further away from the Earth. Because of this, there's a gravitational effect. This is why "gravity gravitates". Einstein also described a gravitational field as a place where space is "neither homogeneous nor isotropic". So dark matter might simply be inhomogeneous space. Don't forget that as per the raisin-cake analogy, the space between the galaxies expands whilst the space between the galaxies does not. Conservation of energy tells me that this will surely lead to an inhomogeneous spatial energy density. And that an older galaxy will be surrounded by a bigger/steeper halo of inhomogeneous space than a younger galaxy, so it will look like there's more dark matter present.
What Einstein said means that there's "dark matter" of sorts in the room you're in, right in front of your face. Only it isn't made of particles, and it isn't falling down. Instead it's made of space. Don't forget that space is dark, and there's a lot of about.