Tests can generally only test particular inputs and/or particular external states and events. A proof abstracts over all possible inputs, states, and events. It proves that the program does what it is supposed to do regardless of any particular input, state, or events. Tests, on the other hand, usually aren't exhaustive, unless it's something like testing a pure function taking a single 32-bit input, in which case you can actually test its correctness for all 2^32 possible inputs (after you convinced yourself that it's truly a pure function that only depends on its input, which is itself a form of proof). But 99.99% of code that you want to be correct isn’t like that.
As an example, take a sorting procedure that sorts an arbitrarily long list of arbitrarily long strings. You can't establish just through testing that it will produce a correctly sorted output for all possible inputs, because the set of possible inputs is unbounded. An algorithmic proof, on the other hand, can establish that.
That is the crucial difference between reasoning about code versus merely testing code.