Medical evidence costs money. What would look convincing costs sums few can pay. If you use only that medicine you basically use only Big Pharma. And they are set to produce only specific type of medicine: something you have to buy, preferably for life. A breathing technique is not like that so it will never amass that much "proof".
1. There are plenty of non-profitable non-financial things that do have scientific evidence backing them. Massage for example which can be performed by essentially anyone.
2. There needs to be some way to separate the wheat from the chaff, as it were. Otherwise we all drown beneath the waves of lying charlatans. So how do we differentiate what works? "Evidence" seems like a reasonable criterion.