That's like monkeys being observed by scientists behind one way mirrors saying they have evidence that there is no one watching them because they've never seen any scientists. But that would be a mistaken assumption because the scientists intentionally made themselves difficult to observe for the purposes of their research (monkeys behave differently if they know they are being watched).
I think most religious people would agree that God intentionally makes it impossible to verify his existence at a social level via empirical means... but that he does provide evidence of his existence at the individual level by speaking directly to you via spiritual experiences.