Actually, going back to the OP for a moment, why is it obvious that leprechauns have no proof of their existence? Just because the concept of them is silly? People believe all manner of things that can be regarded as silly. Gods spring to mind.
At the age of five, Skagra decided emphatically that God did not exist. This revelation tends to make most people in the universe who have it react in one of two ways - with relief or with despair. Only Skagra responded to it by thinking, 'Wait a second. That means there's a situation vacant.'
