Proof is boring. Proof is tiresome. Proof is an irrelevance. People would far rather be handed an easy lie than search for a difficult truth, especially if it suits their own purposes.
I believe in everything until it's disproved. So I believe in fairies, the myths, dragons. It all exists, even if it's in your mind. Who's to say that dreams and nightmares aren't as real as the here and now?