I think a lot of folk probably consider devas and other requisite denizens of the cosmic worldview of the Nikayas to have some significance in and of themselves, in large measure because such beings and their cosmological orders have been so very important in the history of Western thinking about such matters. So proofs can feel important.
But the point in terms of Dhamma practice, as I see it, is that whatever cosmological structure may obtain, it is the case that an ethical dimension underpins that structure. Theisms tend to demand a reversal of this, such that the ethical order emanates from a Godhead which underpins it. But as the Dhamma describes, godlings et al appear when conditions are correct, according to the underpinning ethical order, and are not essences which exist apart. God cannot exist in this latter scenario.
This is the key issue: not whether or not there are other beings such as these, but whether or not they are (correctly) seen as inevitably beholden to the same ethical order as all other beings. Who cares if there really are e.g. hungry ghosts or not; the important thing is to recognize the common causative ethics of samsara for any beings which obtain, & not necessarily to recognize particular ontological emplacements.