Climate change is not a theory, the world is getting warmer and even critics acnowledge that. The consensus explanation for that trend is the release of CO2 by burning fossil fuels. That is a theory, and you are right to point out that scientific consensus does not mean absolute truth. It is a best guess based the available evidence, but the scientific question is still open and we should be careful of dogmatism and rigid thinking.
However, you are conflating the scientific question with the the political question of what to do about global warming. One does not need to be 100% sure about man-made global warming to have an insurance policy in place. It is very likely, although not certain, that burning fossil fuels at the current rate is causing and will continue to cause tremendous disruption in weather patterns. The risks are so high that not implemeting concerted action to move away from fossil fuels would be irresponsible.
There are also geopolitical reasons and technological incentives that make a sustained effort to reduce our dependence on oil and coal all the more desirable. The more energy sources we have at our disposal, the more stable and resilient our societies will be.