We also have no good scientific evidence on whether parachutes are effective. You can't knowingly run an experiment that could cause harm to the participants.
You can’t, in the “not allowed to” sense of the word. However, you sure are able to run such experiments, and for many of them, you will find plenty of volunteers too. However, the modern science establishment still won’t allow you to run such experiment, because it is “””unethical”””. Of course, governments are not bound by any of that stuff, and will mandate all kinds of shit that would be unethical to do in the course of experimental science. As a result, because scientists are not allowed to experiment on fully informed and consenting volunteers, governments run their own experiments on their subjects that they never asked for opinion or offered right to refuse.
RCTs, by definition, can cause harm to either arm of the trial (depending on whether the intervention is harmful or beneficial). We routinely accept that as the cost of advancing knowledge and avoiding interventions that would do more harm than good.