Ask HN: Why are Mars results always “possibly” this, “may have had” that?

Every time I read an article, whether in popular news or an actual scientific article, about Mars, it basically always says something vague along the lines of Mars possibly has water here, may have had water/minerals/whatever there.

It's incredibly frustrating reading!

There have been many Mars rovers and orbiters. What, if anything, have they conclusively proven, beyond a shadow of a doubt? Why is it so apparently incredibly difficult to prove whether Mars has/has had water or not?

In case it's not obvious, I know nothing about astronomy, physics, geology, biology etc, so please don't be snarky. I just genuinely don't understand what's so difficult.