That is possible. However:

The early-universe evidence for dark matter is so strong that even the (non-mainstream) researchers who favor modifications to gravity to explain dark matter in galaxies still have to include dark matter in the early universe. Then they have to get rid of it by the time galaxies start to form to make way for their gravity theory.

Another perspective is that dark matter is a much simpler hypothesis than a modification to gravity. We already know of one dark matter species -- neutrinos -- and it's really not a stretch to suppose that there is another. The only special feature that we know it has to have is that it has to reach the observed abundance.