Because God set it up like this: Either you believe and then you realize the "proof" of his existence or you go your whole life questioning it, or denying it. Now there are those that have stated that they have tried "religion" and have not found what they were looking for. The thing is to create a "relationship" with God yourself. There is no church or denomination that will save you. If you really come to the Lord with a pure and sincere heart, then He will come and make His abode with you. That is being saved. There are other steps AFTER you believe (Acts 2:38), but the initial process is simple, then everything falls into place after that, and continues as you live your life for Him. The more you live a sanctified life, the more God reveals to you, and you grow in the knowledge of Christ. That's how it works. How God set it up in HIS Wisdom.
I have joined with other people like myself (of like precious faith), and we attend "church". However, the "church" is actually a group of people that follow Christ and adhere to his Word. Not a building. There are some people of different denominations that have found the correct plan of Salvation and are in the "church" or "body of Christ". However, some that profess to be Christians.....are not. It is those that believe and ACT upon the Word of God accordingly in whole. Remember the parable of the wheat and tares?
In Jesus day when He walked the earth and healed all manner of sickness, disease, raised the dead, etc., there were those that saw with their own eyes and still did not believe. Even one of His own disciples turned on Him after seeing all the wonders of God before his eyes. The Bible tells us that as it was in the days of Noah, so shall it be in the coming of the son of man. It will be a normal day like any other.....business as usual. No matter what miracle we can point to will still not be believed by those who do not want to believe. Even if it's before their very eyes, they will not believe. This is the "hardness of heart" that overcomes unbelievers, mockers and scoffers.
What I'm saying is that we as believers do NOT have any obligation to prove the Lord's existence. It's not our job. If they didn't believe in His time looking upon the miracles with their own eyes, then what can we say to convince them? We are His witness's, but not to the point of proving Him. That's the beauty of it and how God set it up. The "wise" in their own eyes will not find Him. They wanted to see a miracle or signs from the Lord when he was here, but the Lord would not oblige them. I'm talking about the high religious rulers of the day, and high government officials, mockers, scoffers, etc. Jesus knew that even if they saw, they would not believe. However, he did miracles in the presence of those who would believe. God knows our hearts. We look on the outside, but God sees inside. We judge no man. In fact, man judges himself by the choices he makes.
Unless we become as little children and believe (submission), we will perish without God. That's the ironic part here. The wise in their own hearts will not find Him. They will be blocked until they believe and let God come in. We who do know Him only need to live our lives for Him and that is the only testimony we must put forth. There will be those that will ask about the hope that is within you, and they may hear. However, there will also be those who choose occasion to mock your gift and your love for your Master. From such we are to turn away. My brothers and sisters, do not be dismayed if your words seem to be falling to the ground. It's not your job to convince anyone that God exists, or His Word is True. We are only to live it and obey it ourselves for a testimony. The separation is invisible to those who are lost, and the preaching of the Gospel is foolishness unto them.
I've decided to leave this one encouragement before I leave. Keep the Faith, and strive for the Mark of the High Calling of God. My prayers are with you. While we are in this world, we are not of it, and must remember that we are just passing through to a City built without hands where our God has prepared a place for us. Love and blessings to all those who are His alone. In 41 years, I've found Him to be everything to me. He has NEVER failed me in anything and has always been there.....and always will be. Those of you who are real children of God know what I'm talking about.