In science, theories must have some degree of factual support before they are considered worth investigating. The only exception is in astrophysics where people do invent theories first and then seek confirmation through some form of experimental evidence.
Since the microbiology revolution in the 1960s, there has in fact been overwhelming evidence to support the theory of evolution at the cellular level. So your statement that evolution cannot be proven is incorrect.
Furthermore, let us first clarify what we mean by "proof" in science. In mathematics, "proof" is purely deductive, a chain of reasoning using first order logic starting from a universally accepted set of basic axioms that leads to theorems. In physics, chemistry, and other experimental sciences, the first step of "proof" involves a process of induction rather than deduction. A theory is created because it fits the facts, and other theories may be formed only if they explain or generalize earlier theories, without contradicting experimental evidence. The key is that all theories must be falsifiable -- meaning that it is conceivable to observe something that negates the theory. That is the crux of the difference between science and religion. Religion, by its own definitions, do not concern with falsifiable statements. Science is only permitted to explore falsifiable hypotheses, and no other.
So in the sciences, theories are developed because they explain experimental results, and because they enable accurate prediction of future phenomena. You don't use a theory to prove something. All theories must be proven either by a process of deduction or induction. Any theory that cannot be proved thus must be discarded.
