I make that point about the lack of certainty in empirical matters, in "Must Atheists Prove There's No God?" I argue there that proof, strictly speaking, is irrelevant in nature since it's possible only in artificial, game-like contexts in which the conditions are stipulated. If you're interested in reading more on that, see my "Transhuman Epistemology: Knowledge in the Cosmic Scheme," especially the first section on our "humanization" of the world.
The problem of Gods hiddenness is indeed an interesting one. I think of it as part of the problem of evil. The question is whether the world as we find it is the one we'd expect to have if God exists. The theist has lots of wiggle room here, although the scriptures tend to hem him or her in.
One possibility is that God "hides" because he doesn't want to overwhelm us. He wants us to freely choose to follow him. A more sophisticated (less egoistic) answer is the Eastern one: God hides from us because he hides from himself (we're the masks God wears so he can hide from his perfect self-knowledge). I explore the implications of that in the bottom three articles.