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This is the intellectual basis to Rumsfeld’s “unknown unknowns” - there’s no evidence for x but our paranoia dictates that we must act as if x is possible, maybe even likely.
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I think you're trying to make a logic argument out of a semantic argument. When that phrase was coined, "evidence" was taken to mean "direct evidence", which is different from indirect evidence (what a thermodynamic signature may produce, e.g.).