What they mean when they say they have never seen a transitional is no one can "prove" to them that this is the node of the branch.
They, as usual, refuse to infer that there was a more transitional form slightly prior to the one we find.
It is the same as saying no one has ever observed speciation or that microevolution and macroevolution are the same underlying process. They won't admit that the difference between species is so slight as to be undifferentiable to the layman. If you can get through this barrier, their argument reverts to macroevolution is different than micro because there is no explanation of how one mammal is a cow and another is a horse.
Of course the explanation is there for anyone to see, but
there are none so blind as those that will not see.
We infer nothing unfound or unfounded. That's the point.
I will take on an "unprovable" premise if Scripture demands it and I admit it. TOE demands the acceptance of certain premises without any divine involvement. Who is more gullible?