That is the cry, even if reality is that evidence.
It seems asking for that has become a delaying tactic of those who do not wish to accept reality as it is.
Whether its those into creation science, that is where people try to verify biblical creation myths according to the rules of science or those who insist there is a crisis of what would have been prevented by the success of weight loss diets that preceded them, asking for proof that they've failed.
Even though I admire rationalism, I've never fallen into the trap of assuming that this is the only worthwhile way our brains work. I used to wonder what would happen when those who assume we can function solely through logic and what can be explained by it, wanted to cling to things they couldn't explain that way.
Now I know, they just ask for evidence.