Usually we always look for particle physics description of cosmology to explain several cosmological puzzles like dark matter, inflation. My question is exactly why we look for such a bridge between particle physics and cosmology!
Cosmology is the branch of physics and astronomy for the study of the universe. Observational cosmology has provided the scientists in the last decades with accurate and rich description of the evolution of the universe. These data rised many questions involving micro- and macro-physics phenomena and have revealed an intrinsic correlation between quarks, baryons, leptons, hadrons in a more general ground and exotic particles (as for instance dark matter called WIMPs) with the Cosmos.
Today scientists are studying the relation between large and short scales phenomena in the universe, involving many aspects of modern cosmology and its connections to particle physics. For instance: the earliest phenomena in the universe; inflation, the generation of density perturbations, the origin of dark matter, baryogenesis and the cosmic microwave background radiation, the recently observed acceleration of the universe and so on.
With respect to the dark energy and dark matter problem, there is a specific connection involving cosmology and particle physics, easy to understand: the mapping of the still largely unknown theoretical landscape of both, the (Beyond) Standard Model in particle physics and the Dark Energy-Dark Matter paradigm in cosmology, shows that there is a considerable variety of theoretical options to follow.
In particle physics, scientists are searching for supersymmetric particles, or other exotic kinds of particles, as the WIMPs for instance, to explain the nature of dark matter. With respect to the family of supersymmetric particles, there is a proliferation of theoretical models to be tested in the future.
In cosmology, there is also a plurality of models trying to explain the nature of dark energy as for instance: non-zero energy density of the vacuum, modifications of gravity, quintessence models, vacuum fluctuations (pseudo complex-general relativity), among many others.
Moreover there are studies to try to quantize gravity. In this case you can see a direct connection involving particle physics, quantum physics and cosmology.
Because to describe what happened in the Universe, when gravity is classical, but subatomic matter is quantum, one does need to known something about the quantum properties of matter at subatomic scales and that's what particle physics is about.
Not so long ago particle physics was devoted only to the study of the very small components of nature.
Today our present knowledge on cosmology has resulted on the realisation of the strong implications of the role of small particles on the dynamics and evolution of the Universe.
For instance the Universe is expanding, so in early times it was smaller. And in the first moments of the Universe its size was so small that the fundamental rules of particle theory dominated on that period the behaviour of the Universe.
Indeed, there is strong evidences that the large-scale structure of the Universe that we presently observe was seeded by quantum mechanical fluctuations of fundamental quantum fields.
Why is the connection between particle physics and cosmology important?
Because physics is expected to be universal. The physics which determines processes in the early universe should be the same as those observed on earth these days.
The most successful example of this, so far (in my opinion), is the theory of the Big Bang Nucleosynthesis (BBN). The absolutly greatest success would have been if the most prominent candidate for cold dark matter had revealed itself in the LHC collider experiments. Which has not happened so far (and it starts to hurry).
I quote CERN to give you an overall view why science is looking in particular for dark matter and try to convince some skeptical readers of RG that this search has a scientifical basis despite there are limitations related to this concept. However these readers should remember that this is the way science works. Trying to answer open questions. And it would be nonsense assume that a so huge quantity of high level scientists and Lab's are doing so extraordinary search for nothing. Here it goes:
FROM CERN:
Galaxies in our universe seem to be achieving an impossible feat. They are rotating with such speed that the gravity generated by their observable matter could not possibly hold them together; they should have torn themselves apart long ago. The same is true of galaxies in clusters, which leads scientists to believe that something we cannot see is at work. They think something we have yet to detect directly is giving these galaxies extra mass, generating the extra gravity they need to stay intact. This strange and unknown matter was called “dark matter” since it is not visible.
Dark matter
Unlike normal matter, dark matter does not interact with the electromagnetic force. This means it does not absorb, reflect or emit light, making it extremely hard to spot. In fact, researchers have been able to infer the existence of dark matter only from the gravitational effect it seems to have on visible matter. Dark matter seems to outweigh visible matter roughly six to one, making up about 27% of the universe. Here's a sobering fact: The matter we know and that makes up all stars and galaxies only accounts for 5% of the content of the universe! But what is dark matter? One idea is that it could contain "supersymmetric particles" – hypothesized particles that are partners to those already known in the Standard Model. Experiments at the Large Hadron Collider (LHC) may provide more direct clues about dark matter.
Many theories say the dark matter particles would be light enough to be produced at the LHC. If they were created at the LHC, they would escape through the detectors unnoticed. However, they would carry away energy and momentum, so physicists could infer their existence from the amount of energy and momentum “missing” after a collision. Dark matter candidates arise frequently in theories that suggest physics beyond the Standard Model, such as supersymmetry and extra dimensions. One theory suggests the existence of a “Hidden Valley”, a parallel world made of dark matter having very little in common with matter we know. If one of these theories proved to be true, it could help scientists gain a better understanding of the composition of our universe and, in particular, how galaxies hold together.
Dark energy
Dark energy makes up approximately 68% of the universe and appears to be associated with the vacuum in space. It is distributed evenly throughout the universe, not only in space but also in time – in other words, its effect is not diluted as the universe expands. The even distribution means that dark energy does not have any local gravitational effects, but rather a global effect on the universe as a whole. This leads to a repulsive force, which tends to accelerate the expansion of the universe. The rate of expansion and its acceleration can be measured by observations based on the Hubble law. These measurements, together with other scientific data, have confirmed the existence of dark energy and provide an estimate of just how much of this mysterious substance exists.
There is something paradoxical in our modern Physics. High energy physics goes in the direction of leaving the usual energy of our surrounding matter, which is in the scale of the eVs, for entering in very high extraordinary energies. For instance, the LHC works with TeV (i.e. twelve order of magnitude of the ordinary matter), and these levels of energy only can be find in some cosmological events. This is the main connection between Cosmology and Particle Physics.
Well Daniel, the main reason for that is because our understanding of the origin of the Universe, of its evolution and the physical laws that govern its behavior, as well as on the different states of matter that makes up its evolutionary stage, reached in recent years levels never before imagined. This is due mainly to the new and recent discoveries in astronomy and relativistic astrophysics as well as to experiments on particle and nuclear physics that made the traditional boundaries of knowledge on physics to be overcome. As a result we have presently a new understanding about the Universe in its two extreme domains, the very large and the very small: the recognition of the deep connections that exist between quarks and the cosmos.
I like very much the beautiful text which I copy below written by Eric Haseltine in which he compares particle physics and cosmology/astronomy/astrophysics with the thrashing tail and the chomping snout of the same alligator.

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Here's a tale of modern physics: Two scientists work at the same university in different fields. One studies huge objects far from Earth. The other is fascinated by the tiny stuff right in front of him. To satisfy their curiosities, one builds the world's most powerful telescope, and the other builds the world's best microscope. As they focus their instruments on ever more distant and ever more minuscule objects, they begin to observe structures and behaviors never before seen—or imagined. They are excited but frustrated because their observations don't fit existing theories.
One day they leave their instruments for a caffeine break and happen to meet in the faculty lounge, where they begin to commiserate about what to make of their observations. Suddenly it becomes clear to both of them that although they seem to be looking at opposite ends of the universe, they are seeing the same phenomena. Like blind men groping a beast, one scientist has grasped its thrashing tail and the other its chomping snout. Comparing notes, they realize it's the same alligator.
This is precisely the situation particle physicists and astronomers find themselves in today. Physicists, using linear and circular particle accelerators as their high-resolution "microscopes," study pieces of atoms so small they can't be seen. Astronomers, using a dozen or so new supersize telescopes, also study the same tiny particles, but theirs are waiting for them in space. This strange collision of information means that the holy grail of particle physics—understanding the unification of all four forces of nature (electromagnetism, weak force, strong force, and gravity)—will be achieved in part by astronomers.
The implications are exciting to scientists because bizarre marriages of unrelated phenomena have created leaps of understanding in the past. Pythagoras, for example, set science spinning when he proved that abstract mathematics could be applied to the real world. A similar leap occurred when Newton discovered that the motions of planets and falling apples are both due to gravity. Maxwell created a new era of physics when he unified magnetism and electricity. Einstein, the greatest unifier of them all, wove together matter, energy, space, and time.
But nobody has woven together the tiny world of quantum mechanics and the big world we see when we look through a telescope. As these come together, physicists realize they are getting very close to a single "theory of everything" that accounts for the fundamental workings of nature, the long-sought unified field theory.
About two years ago, after a presentation by the National Research Council's board on physics and astronomy that showed the converging agendas of the two fields, NASA administrator Daniel Goldin suggested a special report that would detail how much astronomers and physicists could benefit from one another's insight. Recently, the council's committee on the physics of the universe released that report. It details 11 profound questions, some of which may be answered within a decade. If so, science is likely to make one of its greatest leaps in history.
I'm not sure to have understood your comment with respect my previous post, but the main nowadays link between Cosmology and Particle Physics is that both share very high energy Physics processes. The Early Universe, Black holes, neutron stars...
In early 70ths of the 20th century elementary particle physics definitely failed to get any further with its space-time approach to elementary physical phenomena. The profound sign of that was closure ( after 2 billion $ spent already) of construction of the Texas super collider in the USA supposedly the most powerful ring accelerator in the world. The black times came to particle physicists and they flooded the other fields of physics , especially cosmology , where their ill fantasies and baseless assumptions can never be definitely tested. As an example is Dr. Eric Weinberg (Columbia University) particle physicists who now is "guru on early Universe" . Dr. Weinberg can answer you any question what weather was on e.g Friday at 10 to -40 second after Big Bang. That is amazing , isn't it?? Personally I know a former particle physicist who now is an owner of " Dog mental health clinic" and he is doing quite well. So called "modern cosmology" is is a mix of ill posed assumptions , clear fakes like Hubble "expansion law ",'accelerated Universe " , ignorance in logic and mathematics. Charlatans at Berkeley, Stanford, Harvard, are selling "snake oil" to wide audience while turning blind aye on the experimental data more and more in disagreement with the fake science of LCDM cosmology.