Suppose I consider whether to blackmail you. I do not have the ability to prove that I have the means to do so. You thereby would elect not to give me what I want - you're willing to take the risk. So I don't blackmail you.

If I gained the ability to prove that I have the means to do so, you would gain nothing if I didn't have the means, but lose if I did have them, because you would now be blackmailed and forced to give me stuff.