That was indeed the original assumption when the Cosmic Microwave Background was detected. The problem with the CMB, from an observational standpoint, is that it's enormously uniform. It differs by only a few parts per million across the sky. Which means that when you perform observations with less sensitive equipment the signal tends to look like a uniform noise source. But it really does come from the sky, as we eventually figured out.
I think Nobel committee did Ralph Alpher deep disservice. He had not only conjectured the existence of CMB radiation but also computed properties the radiation would have. The Nobel instead went to two radio engineers who happened to chance upon CMB purely by accident.
George Gamow, his advisor, thought it would be funny to include Hans Bethe as a coauthor for Alpher's original research, just for the author list "Alpher, Bethe, Gamow". Bethe was not involved in anyway in that piece of research.
Experimentalists often tend to get more credit than theoreticians. People (apparently along with the Nobel committee) prefer results over potential theories.
That appears to be so, but the committee's application of that preference is rather self-contradictory. Without an explanation, the result would not even have been a contender for the prize, and it was Alpher who first provided the explanation.
As Alpher also showed that the universal ratio of hydrogen and helium isotopes can be explained by nucleosynthesis in the big bang, he seems to have been seriously overlooked.
Yes. As the article states, theoreticians have already suggested 60 potential dark matter explanations. Teasing those apart requires careful experimental and theoretical work, and that's what the Nobel committee is (supposed to be) looking for.