Some people are just too caught up in the every day grind that is their life to allow themselves to explore the possibility of something as wonderous as faeries. That's their problem- don't let it bother you.
Because we can't find proof. I know that we don't have proof of God either, but people believe in the Lord anyway, because they have faith in Him. I'm Catholic, and I don't believe in magick or faeries, but I'm not going to tell you that you're wrong. To each their own. The fact is, it just seems improbable to a lot of us. If you believe in witchcraft and such, hey, more power to you, but it just seems that little people with wings seems a stretch.