What I meant was not on the teachings itself, but rather the historicity, whether such events did happen, and whether the tipitaka is faithful to historic events. I believe that sharing of such evidence will be helpful for building faith. For example, if we hypothetically have someone come up to us and say “I indeed heard and saw the Buddha speak to Mogallana on pretas”, will it not help build confidence about the 31 realms? Again I reiterate that this may be impossible to find, but nice to have.
Also we have some scientific discussions that we share to build faith in the dhamma and science forum, such as discussion about humans living much further in the past, evidence of rebirth etc. These are helpful to build faith too. For example with the post on “Evidence of Rebirth”, it becomes easier to believe the wider world view which includes rebirths. If I am a materialist who believes that nothing happens after death, then posts like this can be helpful for developing a more open mind towards rebirths, we no longer have to accept it by faith alone, and we can see for ourselves that rebirth is indeed possible.
But you’re right that we may never be able to prove his teachings to everyone.