When a scientist provides proof of something other scientists are interested in (even if this interest is in denying its existence), that scientist suddenly becomes famous (and, maybe, rich).
Therefore, if any scientist had proof, she (or he) would have it published in a scientific journal.
A journal that publishes proofs of something that big would instantly obtain (or increase) its reputation, thus increasing the number of other scientists willing to propose more articles to that journal.
Very few scientific journals are controlled by governments, agencies or "private clubs" of scientists.
This pressure of being "first-to-publish" even drives some scientists to publish before checking that the evidence they have is acceptable proof. Other scientists know that, so that at the first sign of a "great announcement", many scientists verify the announcement to make sure it is believable (or not, depending).
Therefore, if scientists do not provide proof of a parallel universe, it is likely because they have no such proof.