Christian: I can share with you that I have a relationship/connection with Jesus, as do many Christians. You cannot prove that I do not. The evidence is all around you but instead you want to go down a philosophical rabbit hole.
Ubi Dubium: Rabbit hole? Perfect! I have a connection with my close friend, a six-foot-tall invisible rabbit named Harvey. You cannot prove that I do not. And Harvey wants a connection with you, which will make your life better in every way. All you have to do is tell him telepathically that you want to be his friend. (And go to weekly meetings of the Harvey Fan Club.) (And give me 10% of your money.)
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