The concept of "fuzziness" in the context of physics typically refers to quantum indeterminacy or uncertainty, rather than physical characteristics like density. In the context of dark matter, it is generally understood to be a mysterious and poorly understood component of the universe that interacts only through gravity and does not emit or reflect any form of electromagnetic radiation.
So it's not fuzzy in the sense of being uncertain or not well-defined, but rather in the sense of being mysterious and not well understood.