As to the question of evidence, I think that is rather like asking why we have to try so hard to discover scientific truth. Why did God not just tell us about quantum physics, and make it all obvious? There is a truth about the physical world, but it is extremely hard to discover. Part of being human is having to learn for ourselves, after taking many false paths and blind alleys, what the world is like.
In morality, too, we have to learn by experience, through argument and reflection- and even then there is no unanimity of opinion. So in questions of metaphysics, about the ultimate nature of reality, about human nature, and about the best way to live, we have to learn and argue and follow our own reason as well as we can.
The question about God is not a purely intellectual puzzle. It is bound with the basic ways in which we see our lives, the cultural histories and traditions from which we spring and against which we often react, and the most fundamental values, feelings and commitments we have. It is not just the question of evidence, in the sense of clear public data that put matters beyond any reasonable doubt. It is a question of basic forms of perspective and action.
As a believer in God, I strongly feel that in such questions it is not a matter of all the good and wise people thinking there is a God, and all the bad and silly people thinking there is not (or vice versa). All of us have partial perspectives, and we need to engage with others to see what the limits and advantages of those perspectives are.