As you well know, Christians believe that the New Testament is the evidence.
What other evidence do you think God should have given us?
Evidence is not the same as proof.
Evidence: the available body of facts or information
indicating whether a belief or proposition is true or valid:
https://www.google.com/search
Proof: evidence or argument
establishing or helping to establish a fact or the truth of a statement:
https://www.google.com/search
Sure, some people want proof, but we so not always get what we want, especially if we are expecting to get it from God. God never provides absolute proof because that would make it to easy to believe, and God wants our faith, but it can and should be a reason-based faith. The caveat is that once we have complete certitude that God exists and He sent certain Messengers on His behalf we no longer need faith because we know. Mind you, there are still things we do not know about God and that is what we need faith for.