Why hasn't any theist ever scientifically proven that a god exists?

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Theology isn’t science.

Most westerners have a pretty warped view of what science is and what kind of truth it creates. Science is first and foremost a method, not a philosophy or ideology. That method is to repeatedly perform an empirical analysis of a phenomenon.

Empirical means “of or pertaining to the senses.” It is impossible to perform empirical analysis on something that refuses to be seen.

Bonus content! The question asks for scientific “proof.” Science doesn’t prove anything. It makes conclusions based on the weight of the evidence and quality of the analysis. There are error margins and possible unknowns. “Proof” comes from the world of mathematics, which decidedly doesn’t deal with the physical world. So there are no need for error margins or other hedges against the fact that we simply can’t observe the physical world as closely as we would like. We can prove things in math because we can be sure there aren’t any unknowns.