Ah the crux of the conundrum, well stated.
I cannot explain why so few experience what Jesus promises. I do know that the absence of such concrete proof is a sticking point for many, of course. I can say that once you have, even once, Jesus becomes quite real.
I don’t know how He chooses those He chooses. Surely, I, the first time He decided to “speak” to me, was neither devout nor entirely sure Who was tapping me on the shoulder and opening all those doors. I can only say that having been a recipient, I know He lives and does what He promises.
Small comfort…but I am AM a witness.