Kirby 3DS

[Kitsu]

Dark Matter DID have TWO very debatable appearances non-Dreamland style games (...)

Those are nothing more than fan speculation with no real substance to them.

Incidentally, Dark Nebula is actually a being of Dark Matter, which was confirmed in the Hoshi no Kirby 20th Anniversary Encyclopedia.

link
(Note I don't have a copy of that myself, so I can't vouch for its validity)

But it's true that Kirby games aren't that deep. They generally don't care about canon or story connections.
As for returning Kirby villains like the Squeak Squad and Magolor that are generally more amicable, I see it more like how Dedede and Metaknight slowly became friendly rivals. Alternatively, it could just be more proof of story not really mattering, like how Marx is in the crowd cheering during the Kirby Master video in KSSU.
I personally also like seeing it Touhou-style, where defeated enemies become friends!!!!

Something I love about Kirby is definitely the final bosses. So extremely dark in such a childlike wonderland

I really love that, too! That general contrast between the themes and sometimes even the imagery that the villains represent and the happy-go-lucky nature of Popstars typical inhabitants is really interesting. Though, many modern Kirby games have been kind of disappointing me with their constant attempts to reconnect with previously established villains (like faux-Nightmare in KatAM, "lol it's dark matter, but without the interesting part" in KSqSq, and Marx-clone in KRtDL).