"no papers = no money etc" I agree, and you are correct, you'll certainly be wanting some firm evidence if you are trying to build a picture of what really did happen back in the Neoilthic, for example.
Can't argue with that, and I'd get totally narked if I was reading a book that was just full of anecdotal evidence!
But - Sometimes the real facts or 'discoveries' are quite 'weird' and spark conversations which I think are important. They may go along a wobbly path sometimes, and they are not always what some may deem 'sensible', but they have their place in terms of human experience and can be enlightening.

I see the subject as a blend of lots of 'types' of thought, lots of elements, and is enjoyed by many for many different reasons. Its a strange old community, but very enjoyable and an education. If you read widely and engage with others of differing points of view you can learn to separate the wheat from the chaff and come to your own conclusions.