Why are theories "not proven"?
Typically because they involve observations that are beyond our limits. Speculating about the universe is theory because of the size of the universe. Similarly, wetheorize about sub-atomic particles because we can't see what exactly is taking place on that level. This question is discussed in detail in an area of philosophy on what theoris are and what science is. The short answer is that we are finite and limited in our ability to make observaations.
Thank you so much.