That’s true; GR is not conservative. Your estimate of time is by probably too small by tens, if not hundreds, of orders of magnitude, though. For example, the Earth’s orbit is decaying due to gravitational wave emissions, to the tune of about 200 Watts. Assuming everything else magically stayed the same, it would take about 10^23 years (100,000 quintillion years) for Earth to hit the sun. The rate at which gravitational waves would extract energy from a cloud of dark matter would be unimaginably smaller than that.

Also, if WIMPs actually do interact via the weak force, that would probably stop - or at least further delay - black hole formation as they become more densely packed.