The proof is in the pudding. The creation is the proof. Even Moon does not have life... Even though it has the right distance from the sun and what not...
There's no single "right distance from the sun" - areas of Mars have temperature ranges acceptable for some Earth bacteria, Europa likely has liquid seas, etc., and Earth-style life isn't the only option - and the Moon is inhospitable in a variety of other ways.
We also can't completely discount life on the Moon having briefly explored a couple acres of it, largely on foot.
We also can't completely discount life on the Moon having briefly explored a couple acres of it, largely on foot.