Enough scholars believe that the languages might be related and so put effort into establishing their links. It is some unwarranted discouragement of the second which needs to be dealt with in our field. Ramer is right that some linguists do discourage attempts to prove what has not already been proven. No risk-taking, in other words. Good researchers, attempting to write a grammar of Altaic for example, will report all of their results, both for genetic relatedness, for borrowing, and for a host of other questions they will not even have thought of when they started their research.
Some researchers evaluate only the hypothesis they started with.
I will illustrate from Karl Teeter's recent messages, with no malice intended, because I am absolutely sure he intends none himself. On the contrary, that does prove a grouping as a legitimate candidate for genetic relationship, and often the nature of the sound correspondences found will also have made one or more of the alternatives less probable. So is the work of those who spend enormous hard-working hours sifting potential cognates to discover potential sound correspondences. All stages of the process contribute to the end result. Proof is always incremental, not nothing, not complete and absolute.