Governments do run experiments sometimes, quite a lot of experiments on UBI have been run for example and we have good knowledge on whether its introduction would improve society. But I don't feel like leadership particularly cares about evidence and the right thing, they are far more idealogical than that and tend to gravitate towards policy based evidence from thinktanks and other powerful sources that produce bad science but the results they want to see.

The populace doesn't have much in the way of alternative choices for politicians that would follow the results of actual experiments nor fund them, its not really an option being offered, I think partly because its a tough sell compared to "we will do X". "We will test a variety of options and then do the best" requires more trust and its a low trust environment.