The challenge to prove that dreams occur is no more compelling than a challenge to prove that thoughts, hallucinations, pain, emotion or any other internal aspect of awareness occurs. How do I know you are sad? (How do I know I am sad, for that matter?) How do I know you’ll feel pain if I stomp on your toe? How do I know you can think?
All we can do is make inferences about others having these experiences based on observable data, including their self-report, its similarity or difference from our own experiences, and limited, indirect biological measurements that suggest activity is occurring in certain brain regions in ways that fit with our models of how things work.
As others have pointed out, this is no more relevant to the issue of evidence for religion or religious experience or other paranormal experience than my statement that “I imagined a Flying Spaghetti Monster” is relevant to my assertion that “A Flying Spaghetti Monster exists and is concerned about our morality and our punishment.”
Someone saying “I had a dream last night about a land of chocolate” is not challenging to our evidence-based theories about how we and the world work. Someone saying “I left my body last night and passed into a land of chocolate” is challenging and inconsistent with our evidence-based theories about how we and the world work.