A lot of science has been proven, none of religion has been proven. Like I said, religion was created to explain the unexplainable. Our brains do this naturally. Our brains make sense of things that we don't understand. For example, you probably can think of an event that happened to you when you were a small child. Most of the details that you think are true are completely false. This is because over time your brain has lost information about the event, so when you recall the event, your brain has to fill in the parts that have been lost so the event makes sense to you. The fill-ins are almost never correct.
Religion is a fill-in.
You can't "prove" religion like you can prove science. And to take that discussion right away: you can't even prove science. There is no such thing as scientific truth. There are only theories that haven't been falsified yet. When a theory is falsified, we have to use a new one. (see philosophers like Popper and Kuhn for more on this)
You're saying that religion is a fill in. I like to think of religion like that as well. It is a
necessary fill in. There are millions of things that humanity doesn't know yet, or simply doesn't have brain capacity to understand. Let's take a few examples: what happend before the Big Bang? Time and space was created in the Big Bang, but how can one imagine a universe without time and space? If time and space didn't exist before the Big Bang, what exactly caused it to "bang"? And where did it bang from? An explosion can't take place without a medium (space), so how the hell did (and still does) the universe expand?
Just thinking about that kind of stuff makes your brain melt. It is much more convenient to have a "God" to take over where scientific theories start to fail. And untill science can give us some more information, why can't we just say that "God" caused the Big Bang?
I'm not saying God is this old dude with a white beard with a son called Jesus, and who created the universe, the earth, Adam and Eve in 6 days. God should rather be a fill in where science doesn't work.