I agree with what you're thinking here, but still I have to arrest you. I bet you haven't seen(or understood) any evidence that electrons exist either. But you probably believe they exist. So the reason we believe something is often that people who we know we can trust in these matters say it is true.
So why is it then so that if a physicist says that electrons exist we believe him, but if a priest says that biblical unicorns exist we probably don't?
(this is not a rhetorical question)
I can only speak for myself, but I trust in science because there is an activist skeptical community among researchers that has everything to gain from
disproving their peers.
Regarding electrons, you're of course correct that I've never seen one (has anyone? I dont' think so, but I could be wrong). But there is a robust model of the physical world that predicts millions of interactions only if electrons are real, have -1 charge, mass of 1/1864 the proton, interfere with eachother according to [i forget whose - Dirac's? - equations], etc. There is an enormous body of
indirect evidence that points towards the existence of (at least
one!) electron - and next to no coherent theory refutes that. I'll take that to the bank, thank you very muchly.
As for unicorns, we have something not quite as trustworthy as a D&D Bestiary telling us that this thing existed, but not a shred of physical evidence. Yet we have physical evidence of millions of different animals, plants, bacteria, and funghi which did and do exist that were
never mentioned in that semitic bestiary. Sorry, I have no faith that a bronze age oral history should trump physical science when it comes to claims about paleobiology.