Religion is about faith, and about belief. All faiths are a product of the needs of a society to bring harmony to the group, and all them are successful in that.
No one needs to prove a thing to the other. If it's math, science, geology, physiology ... You can prove what is right or wrong.
What is the need? Religion is not about winning or losing, it's about humility and piety. The moment one believes his faith is better, he is out of it instantaneously, the arrogance kills the religion. Religion exists to remove arrogance.