Anecdotal evidence, for the most part, is shit. Our senses deceive us. They cannot be trusted at every single moment.
Show 10 people the same scenario, wait 1 hour, and interview all 10 people and tell them to recount the scenario. Guess what? You pretty much get 10 different stories. Perception is subjective, and our senses cannot always be the best form of data. Even in courts, eyewitness testimony is not the best form of evidence. Forensic research has shown this.
Thus, I have no reason to trust the anecdotal evidence of theists.
God will never be proven under strict scientific conditions. Until then, there is no sufficient reason to believe.