In the first place, remember that no evidence means exactly that: we don’t (yet) have evidence. That doesn’t mean the premise is untrue, It just means that there is not evidence to support it (yet or ever).
However, your premise is incorrect. A person who has fought off this virus, just like any other, does indeed have antibodies. What we don’t (yet) have evidence for is how long the antibodies last; i.e. can you get covid twice?
If you get a cold, you will create antibodies, and those antibodies will protect you for some (limited) period of time. You can catch cold, give it to your partner, but he is unlikely to give it immediately back to you, unless you are significantly immuno comprimised. That’s because you have antibodies to it. However, the common cold virus (which btw is a type of corona virus) mutates rapidly, and the next time you encounter it, perhaps a month or so later, it may be a slightly different version - different enough that the antibodies your body has created don’t work against this new version (think of it as two puzzle pieces - they can be very similar, but they need to be exact or else they will not be able to attach to the virus and neutralise it).
Similarly, the flu virus has to be re-created each year, to try to max the type of flu that is circulating. (Other viruses are more stable, and immunity can be life long.)
Any vaccine created against this virus will obviously have to be tested to see if
- it is safe,
- it prompts the body to produce antibodies,
- the antibodies last long enough to give you sustained immunity, and
- the virus is stable enough to make it practicable to produce a vaccine.
We don’t know the answers to this yet. Researchers are collecting the evidence.