I don't think for a moment that this is a "paranormal" subject at all..or that this is somehow different than any other very rare(if it exist..even that question is up in the air still).
The question about a lack of physical evidence is at the core of all of it..and is a good one.
Personaly...I think they are very rare, very intelligent(not human, but not as far off as we may think), and that no bodies have been found just because only a few die every year, and the chance of comming accross one is amazingly remote.
Besides..there IS evidence, in the form of tracks(with dermal ridges), as well as possible photo, video,evidence).
IF it exists at all...it's just rare enough to be unlikely to die in a location that is conducive to finding a body..and smart enough to avoid us for the most part when alive.
Here's a picture I did, of a what a witness locally reported seeing. This was done with the witnesses imput...just thought I would put it up for your enjoyment. It's done using police sketch methods, and seems to be as close as he can get to what he claimed to see.