Exploration of space is really in its infancy stages considering that man has only been in space since the mid-1900s. That may seem like a long time but not really. It is also very difficult for scientists to determine whether life has been on the planet at some point. There either has not been life on the planets or it is almost impossible to tell.
Lack of evidence seems to explain why scientists haven’t proven or disproved life on other planets. For Mercury, no astronaut has ever landed on the planet to gather information. Instead, only two probes have been sent to explore the planet. This planet is the least explored planet in the system due to it being so close to the sun.