Theories arise in science through a critical process that incorporates much debate and draws on past theories, philosophy (if only implicitly) and, of course, evidence. Having passed several tests and often having gone through several formulations a theory will be accepted quite generally as the best current explanation of the facts in the domain to which it applies. The main point to be made here is that the power of the theory goes beyond, and cannot be derived from, the evidence. This provides the ability to understand and predict states of affairs that are not covered by the current evidence base.
The power of explanatory theory can be used to eliminate, provisionally, courses of action and to guide positive proposals. As an example of how a philosophical analysis can contribute to clarifying these issues there is a recent paper by Rani Lil Anjum "Evidence Based or Person Centered? An Ontological Debate" that uses the example of health care to analyse the limitations of the "evidence based" approach. This critiques the positivist underpinning of Evidence Based Medicine and provides a strong alternative. Lip service is still paid by some prominent scientists but following the work of Karl Popper and others its limitations are clear. However the work of Anjum with her colleague Stephen Mumford is developing philosophical tools that provide a conceptual framework for developing comprehensive causal explanations founded on a dispositional ontology.
Because scientific theories provide explanations that go beyond the evidence base, they can make strong statements about situations where the evidence is missing and can be too difficult or expensive to generate. However, there is a risk that Evidence Base arguments will be used to undermine the power that theory provides to spell out the consequences of misguided actions. Climate change provides a simple example of an area where well established theory can make statements of global significance. The well established consequences of adding CO2 to the atmosphere together with the input that mankind has indeed added vast quantities of CO2 provides very strong and simple case for human driven climate change. That is, that human action is a cause of climate change. In greater detail the same theories can quantify and provide testable predictions, and an increased evidence base is the output rather than the input.