The virus is highly transmissible via water droplets that come out of your mouth when you breathe, speak or cough.
Masks serve to capture said water droplets (some, not ALL) before they get into the air to be taken in by someone else. (A water droplet is significantly bigger than a virus in case anyone wants to argue the size of a microscopic virus getting through a mask.)
NO masks mean NO protection against said transmission at ALL.
What study do you need to prove some protection is better than none? Because I know a lot of people that wear bullet proof vests; will they stop a .50 cal or a tank shell, probably not, but I'm sure those who wear them will take their chances for the vests' day-to-day utility and, more likely, practicality.
As much as you want someone to "prove" masks work, you can just as easily ask doubters to "prove" masks DON'T work. Because as easily transmissible as COVID is, there are more then enough ways it can get around to assume that masks have helped, but PEOPLE'S lax sanitary and cautionary behaviors have allowed it to. We're at almost 50% vaccination of the populace in the US, and you know what? Cases are rising again because people equate vaccination with immunity, and more and more people are walking around without their masks and without taking basic precautionary measures. Public gatherings have become less and less taboo, nay, encouraged to give people the sense of normalcy the situation simply doesn't merit right now, and "because we're tired of it" doesn't beat a deadly virus that shut down the planet and killed hundreds of thousands more than a year ago.
TL;DR? A single virus getting through a mandated mask is not reason enough to invalidate masks entirely when the same mask likely stopped thousands of other single viruses from getting into the air to propagate within the next unwitting host.
