No need to infer the fossil record. That's right out front for everyone to see. No human ever saw a live therapsid. But we don't have to. There's no way to explain such creatures without evolution.
Religion is about faith.
Evolution is about the evidence, as you pointed out. It is the same thing as observing a hatching egg and assuming all life hatches. But we have observed it in the fossils of pre-humans and humans. And humans do come from eggs, eggs without shells, they are called ovum. You don't seem to understand the process involved here.