There is really no such thing as a theory that is "proved conclusively". Any theory, even those that are accepted as having been "proved conclusively" is subject to being tested and potentially re-written. You remember the news stories about the faster-than-light neutrinos? For a time (until they found the flaw in their test) it appeared that a "proven conclusively" theory might be wrong. And they were prepeared to re-write that theory if the results could be validated.
Dogma just "is". It must be accepted as being true as an article of faith. There is no point in testing it because it is not going to be changed, regardless of the outcome of any test or evidence to the contrary.
I think the distinction you draw between dogma and theory should also consider the observer. The same proposition might be dogma for one person and a theory for another, then I think you would be quite correct that the person treating it as a theory is the one that must do the hard work.
For example, when I drive across a bridge, it is not only because I have faith the materials and workmanship, but implicitly in the theories of mechanics applied by the engineers who designed it. I do not bother to actively doubt or worry about such theories being tested, I just trust that the bridge is going to hold me as a principle that was proved conclusively and think about other things during my drive to work or what not. On the other hand, one day the theories used may need to be rewritten due to research in the field of bridge mechanics. Thus the same propositions of mechanics that are being held by me as a dogma, are treated by those who do research in bridge mechanics as a theory.
Thus the distinction is not so much with the proposition, but whether or not a particular person is trying to actively test the proposition.
However, even my dogmatic faith in the bridge might be shaken one day if I hear of the bridge collapsing...particularly if I am on it. While I was not looking to test the propositions of its mechanics, events have forced me to...thus even for the dogmatic observer a proposition is sometimes potentially re-written and discarded.
To most people then, all questions of science are dogmatic on this view. Since most of us do not test theories. Moreover even scientists test very few theories personally out of all the theories and fields that could be tested.