It is an old phrase. In this case, "proves" means something more like "tests". In modern terms, I'd say it's something like, "You don't really know you have a rule until someone has tested it by claiming an exception." e.g., setting a child's bedtime to 9pm will pose no challenge if they voluntarily go to bed at 8:30, it isn't until the exception comes along that you know whether or not you really have a rule.