I don't really think proof is important, but I can respond with the reason for my personal skepticism.
Bigfoot researchers don't seem to rely heavily on critical analysis when dealing with skeptical criticism. For example, I was watching the bigfoot program on H2, recently. It was a town hall meeting format. One of the researchers responded the the age old questions, "If these things are living out in the wilderness, why hasn't anyone ever stumbled across a corpse?" Her response was the age old answer, "Scavengers and predators tend to scatter remains of dead things. When was the last time you stumbled upon the corpse of any large mammal? In addition, it's believed that sasquatch quite possibly bury their dead, making the discovery of remains much more difficult (paraphrasing)." It was this type of response to critical skepticism that eventually dissolved my acceptance of the possibility for the existence of any paranormal phenomenon.
There are two big problems with that response.
One, in an earlier episode, that very researcher stumbled upon the complete skeleton of a deer in the middle of nowhere while conducting an investigation. This argument also assumes much of the personal experiences of not only the asker, but every person who has ever walked into a wooded area. In order for this argument to hold any water, the inquirer must have never stumbled upon the remains of a large animal while in the woods. Due to the fact that the argument requires this otherwise arbitrary stipulation to maintain any level of relevance, the response, in and of itself, becomes arbitrary -- it's a non-answer at best and a logical non sequitur at worst.
Two, the second half of the answer is based on nothing but word-of-mouth and phantom speculation. There is absolutely no reason to mention, let alone think possible, that a bigfoot would bury its dead. No physical evidence points to this hypothesis, and word-of-mouth evidence is essentially irrelevant. It's folklore presented as a logically possible conclusion.
I came to find this type of thinking to be very common amongst paranormal researchers, in general. Whenever existing "evidence" is criticized in a skeptical manner, a popular response of researches is to invent "possible" parameters to defend the evidence, rather than formulate supportive argument based on hard fact. These invented parameters are often unprovable, unfounded, and, for all intents and purposes, fictional (often knee-jerk speculation formulated by the original presenter to fill the holes left by any missing information they themselves have already perceived).
The explanation that makes the fewest assumptions about the subject matter at hand is the explanation the least vulnerable to critical analysis. By no coincidence, It is also the explanation that is most often proven correct. That being the case, there is no undisputed, or reputable, empirical evidence for the existence of bigfoot or any other cryptid.
That doesn't make the research or the folklore any less fun.
George