When scientists cannot observe a particular event, they must use what they can observe in order to develop the best possible explanation. To do so, certain assumptions must be made. One is the assumption that the rules that dictate what we observe were the same before we observed anything. This is hardly a wild assumption and, again, it is a necessary one.
Geologists call it uniformitarianism, and it's not quite the same thing as blindly accepting what someone (or some book) says, especially if the things that the person (or book) says contradict laws we currently observe.
Just as a forensics specialist extrapolates what he knows when examining a burnt building, so do scientists use what they currently see to extrapolate past events.
Most importantly, observation of a phenomenon is simply observation. Science does not purport to attribute meaning to what it observes. Science and theism are not mutually exclusive.
Besides, macroevolution has been observed in bacteria. What about this straightforward fact can you not understand?
You seem to require an observed change from one mammal to another, but we haven't even been aware of evolution but for a few generations. Considering the timespan of the entire chain of events that must occur in order to constitute what you seek, your demand is a lot like that of a Mayfly refusing to believe seasons change simply because he and his forebears from a week ago have never observed it.