its easy to prove that something exists.
but it is difficult to prove that something does NOT exist.
We don’t believe in things we cant see because to us thy cannot exist. Although we cannot see the wind or air, we CAN see the evidence that it does exist. A tree bending in a breeze proves to us that air does exist (we see its effect). The fact that we can breathe on land, but not under water proves that air exists. There’s also God. No, we can’t see Him, but we can see evidence of Him all around us– in His creation (of which you are a part).
We believe in a lot of things we cannot see, because we can see the effects of their existence, or logically understand how they work. I've never seen an atom, but I believe a nuclear weapon can kill me. I've never seen carbon monoxide, but I still change the batteries in my detector. No one has seen a graviton, but we all know that jumping off a building can be deadly.
We'd sure know it had existed if it weren't there anymore.
You can see wind blowing at your curtains, and hear it rustling through the leaves, feel it touching your skin; very different from something imagined.