Abstrakt: While there is clear observational evidence for a new degree of freedom behaving as a non-baryonic collisionless dust fluid on large scales, there is no such solid evidence on galaxy scales. We point out that, on the contrary, the observational evidence for an intimate connection between the baryonic surface density and the total gravitational field in spiral galaxies, highlighted by the success of Modified Newtonian Dynamics (MOND) at reproducing observations, presents a fine-tuning problem for collisionless dark matter at these scales. We then assess how well MOND performs at various scales, from the solar system to galaxy clusters, displaying some challenges and failures. We finally speculate that dark matter interacting non-gravitationally with baryons could be a way to naturally reconcile the MOND galactic phenomenology with the large scale success of the standard cosmological model.