Though many theories have considerable evidence to support them (such as the theory of evolution or the behavior of light), theories cannot be proved to be unquestionably true because

the answer is because many of the concepts and ideas in theories are not directly observable.

For example, one of the most important theories that try to explain the formation of the universe is the Big Bang theory.

But, since this theory stated that the event happened million years ago, we couldn't make a possible effort to observe it and prove it's accuracy.