That is ludicrous and illogical.
There is no NEED for a theory.
A theory stands on its own.
Lack of another theory is not supporting evidence for a theory.
Take observed UFO's. There is no sound theory to explain them but that does not prove they are flown by space aliens (which is a theory)
Your statement is similar to saying: one must prove who actually did a crime before one can be found innocent.
No one is ever found innocent. If the evidence is insufficient they are found not guilty.
But you have entered the realm of judgement now, rather than proof. Science works exactly like the courts. Scientists, like jurors, must decide the facts, and facts are decided by judgement, not by pure logic. The jury of science has decided about 10,000 to one that the facts favor evolution.
Science, like justice, does not seek truth. It seeks confidence in its judgements. When a verdict holds for 145 years against all kinds of assaults, it inspires confidence. You will not remove that confidence by nipping at heels. You need to have an alternative theory that does a better job of explaining all the evidence.
Good joke for the cre-o's on this thread:
A Sunday School teacher is introducing his young charges to
the concept of repentance and forgiveness. After giving
several examples from the Bible, the teacher concludes,
"OK, class. Can anyone tell me what we have to do first to be forgiven?"
A little boy in the back pipes up. "SIN!"