Relativity is based on “thought experiments” and not any sort of real evidence.
I wouldn't say so. Special relativity, for example, is based on two postulates:
1. That the speed of light is constant in all reference frames. This comes from classical electrodynamics which is based almost completely on experiments (and beautifully abstracted by Maxwell's equations).
2. That the laws of physics are the same in each inertial reference frame. This comes from Galileo and Newton who based their findings from experiments.