Ah, but therein lies the problem. As an atheist I would've demanded proof in a physical form.
The thing is, epistemology has several tools available, and empiricism and logic are only two of them. Tradition (a.k.a. history) and inspiration (a.k.a. intuition) are others.
All epistemological methods have their strengths and their shortcomings. The shortcoming of empiricism is it only deals with fairly objective subjects.
Example: Prove to me that your mother loves you.
Now, you "know" she does, but proving it in an empircal sense is a tough nut to crack, because there are alternate explanations for observed behaviour, and short of inventing a mind reading machine, there's no way to "know" in the strict fashion that science uses that term. The problem is, you're not dealing with an objective subject, but something that's very open to interpretation and individual perception.
Religious belief has the same problem. Trying to apply the tools of science to it is like trying to drive a nail in the wall with a buzz saw. It's a mismatch, to say the least.
Empiricism and reason certainly have a role to play in subjects like faith, but those roles are not predominent, any more than they are in, say, human relationships.
As I suggested, perhaps the problem is not that God is failing to show Himself, but that people are looking for the wrong kind of evidence in the wrong places to begin with.
For a very long while, the demand of some atheists that God be proved in a scientific sense of "prove" has struck me as little more than a category error.
That doesn't mean I think the question isn't worth asking "Why isn't the proof clearer?" or that anyone is nuts for asking it. To ask the question is a critical step on the journey, so have at it.
