It does not make sense to look for material proof of something that is wholly and entirely non-material and cannot affect the material in any way.

So if someone claims that consciousness is completely ineffectual, that it makes no difference whatsoever to anything you do whether you're conscious or not--that is, you are a philosophical zombie, materially, but "you" are conscious observer along for the ride, doing nothing, while fondly imagining that "you" are impacting what you do--then you're right, there's no point looking for a material explanation for that.

Almost nobody has a conception of consciousness that is so utterly sterile (and self-deluded). But, yes, if someone does, then there's no need to invoke any material evidence. By construction it cannot apply.