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I'd treat this like a social norm. The practical problem being solved is that people have finite time. This rule is useful because it keeps conversations productive. It's not necessarily a philosophical claim; "ignore claims that don't have evidence" is probably a good heuristic but isn't proof of anything.
Suppose I enter a conversation and make a surprising statement, contrary to the common wisdom. To pick an example, if I'm hanging out with a bunch of libertarians, I might say:
If we're being super-literal, my statement is technically about what's going on in my own head; I either believe that, or I don't. So, if my conversation partners want to be jerks, they could say "That's true." and mean, "Yes, you probably do believe that because you are an idiot and believe any number of false things."
But, that's a generally obnoxious way to approach conversations. The commonly-understood subtext of my statement is something like:
So, now I'm not just making a statement about what's going on in my own head. I'm (1) making a claim about reality and (2) telling my conversation partner that THEY should adopt my view. In the context of a conversation, it's perfectly reasonable for them to ask, basically, "Ok, why? Why should I think that?"
There are two practical reasons for this:
There are a couple exceptions to this principle.
Philosophy journals have unlimited pages and can take up questions where "everyone knows" the answer. Economics journals also have lots of space. It's appropriate for the National Bureau of Economic Research to investigate all kinds of questions along the lines of "What happens if we continue current policy?" / "What happens if we change policy?"
There are all kinds of things that I believe where, if you caught me at a cocktail party, I'd have a hard time mustering evidence. For example:
It happens that my belief comes from an econometrics paper I read a decade ago. I don't remember the title of the paper, and certainly don't carry a copy with me. So, if someone (say, a doctor) disagreed with me, I'd pretty much shrug and acknowledge that I don't have any convincing-to-them evidence to hand. But I'm also not going to change my viewpoint back to the 'common belief' simply because I left an econometrics paper in a drawer. So, this gets us to "Agree to Disagree" which is a good way to handle social conversations when no one has access to evidence at hand.
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