We discuss strategies to make inferences on the thermal relic abundance of a Weakly Interacting Massive Particle (WIMP) when the same effective dimension-six operator that explains an experimental excess in direct detection is assumed to drive decoupling at freeze-out, and apply them to the proton-philic Spin-dependent Inelastic Dark Matter (pSIDM) scenario, a phenomenological set-up containing two states \(\chi_1\) and \(\chi_2\) with \(m_{\chi_2}>m_{\chi_1}\) that we have shown in a previous paper to explain the DAMA effect in compliance with the constraints from other detectors. We update experimental constraints on pSIDM, extend the analysis to the most general spin-dependent momentum-dependent interactions allowed by non-relativistic Effective Field Theory (EFT), and consider for the WIMP velocity distribution in our Galaxy both a halo-independent approach and a standard Maxwellian. The problem of calculating the relic abundance by using direct detection data to fix the model parameters is affected by a strong sensitivity on \(f(v)\) and by the degeneracy between the WIMP local density and the WIMP-nucleon scattering cross section. As a consequence, a DM direct detection experiment is not directly sensitive to the physical cut-off scale of the EFT, but on some dimensional combination that does not depend on the actual value of the relic abundance. However, such degeneracy can be used to develop a consistency test on the possibility that the WIMP is a thermal relic in the first place. When we apply it to the pSIDM scenario we find that only a WIMP with a standard spin-dependent interaction \({\cal O}_{spin}\) with quarks can be a thermal relic, for a galactic velocity distribution that departs from a Maxwellian. However all the \(\chi_2\) states must have already decayed today, and this requires some additional mechanism besides that provided by the \({\cal O}_{spin}\) operator.