I'm not certain I agree that there is _no_ evidence supporting what religions say.  

How much evidence do we have for the existence and life of, say, Socrates?  Our only evidence is basically the writings of his students - chiefly Plato.  Is ancient history unscientific?  We have as much evidence for the actions of ancient Biblical figures as we do for ancient historical figures.  Or are we discriminating based on how well some evidence fits with our own personal philosophy?  How is that scientific?

I'm not saying that religion is scientific, because it certainly isn't.  On the other hand, not everything that is _true_ is scientific.  Nor is everything that is true necessarily provable.