I think there are in fact plenty of reasons. This goes for many unprovable things. Religion included.
Plenty of reasons for what exactly? If we really don't know, we really don't know. As for religion, it exists simply because there is some evidence that miracles were performed by a unseen spirit. There is no concrete proof of the spirit, but there are otherwise unexplained phenomenon attributed to it, due to the relationship of those who believe and their witness of the miracles.