There are two parts to this question.
Why was the answer considered opinion?
Much of the original answer wasn't merely saying there was no evidence. It was sharing your take on the claim.
"I'm not sure why anyone would think", "Seems kind of silly", "conspiracy nonsense", "doesn't have to make sense" are all expressions of your opinion.
It doesn't matter that you don't know why anyone would think it. It doesn't matter if you think it is silly. What does the evidence show?
What am I supposed to do when there is no evidence?
It is a good skeptical instinct to demand evidence from the claimant. The onus should be on them.
However, the nature of Skeptics.SE is that we take claims where it is difficult or impossible to do so. The onus of proof here is all backwards. The onus is on the answerer rather than the claimant.
If you are going to make a claim in the answer that there is no evidence behind a statement, you need to provide a reference to support your claim.
Now, simply saying "I looked and didn't find any" is pretty weak. Maybe the answerer didn't look hard enough or use the right search terms?
A solution that is generally accepted here is to find someone who is an expert, is very familiar with the literature and who has looked, and has stated there is no evidence. It suffers a little from "appeal to authority", but it is the best compromise we have found.
This topic has come up before. I found a few examples: