Because faith is built into the belief system. True believers do not require evidence and proof, in fact many times the belief becomes stronger in the face of no answers. Proof is important to people like you and me, it is not important to everyone. Pointing out that Christians have no proof will gain you little ground until you demonstrate why proof is important. Most Christians would not give their infant an experimental drug that is only speculated to work. They would want the drug to pass a rigorous system of doubt and meet consistent standards; proof. In fact, virtually all religious people demand such standards in nearly every other aspect of their lives. The question really isn't why can't they provide proof, but why do they not care. Why do they exempt the claim of a deity from doubt?
Perhaps you should take something from that. What is your goal when you debate? Do you hope to create doubt and open the door to critical thinking, or simply inflame and leave the opposition focused on the smug attitude and offensive language? Are you looking for self satisfaction or to actually gain ground against organized ignorance?