If there were no reality, then all would be unreal.
If all is unreal, then you are not real, your thoughts are not real, the statements you make are not real, there is no truth or falsehood, there is no reason, there is nothing but nothing (and not even empty space, since that's something. The verb "is" simply isn't available, period).
Thus, the person who says "we cannot really prove that there is a reality" is speaking nonsense. He's making a logical statement, containing meaning, conveying an idea that is falsifiable and has the capacity to correspond to other things or not correspond to them. His words have an inherent order, and while open to interpretation, there are many things they cannot be saying such as "the moon is made out of cheese."
It is therefore patently obvious that in the final analysis, in his very statement about reality, he's asserting that reality exists. One can't say anything at all without accepting reality. To try to do otherwise is a kind of gross and public self-pleasuring at the expense of other people's value and their comfort—though, if there is no reality, then other people don't exist, and it doesn't matter what we do to them, does it?
If words have meaning, then reality exists. If words don't have meaning, then I wish people asserting this would get their gratuitous and disgusting public self-pleasuring as far away from me as possible...
If a person asks "Does reality exist?", and thinks there's an answer besides utter nonsense such as "Zlopfnarglesoweiglawepqoijse"—even "well, we can't really tell one way or another"—then he is asserting that reality does exist.
There's a more compelling way to say this:
It's a category mistake (similar to asking what the color blue tastes like) to ask whether reality can be proven. You can't prove it, and it is meaningless that you can't. You also can't prove logic, or math. Have fun without those. You have to take reality for granted to do anything at all, and most especially to communicate with others on the nature of reality.