The point is even you know the distribution, sometimes you can't prove that the sampled data is i.i.d. or not! (more details in https://stats.stackexchange.com/q/130381/144441). Hence, without knowing the distribution, you have less information, and of course, you can't prove any identically distributed-ness property of the sampled data.
Note that i.i.d. is mostly mentioned as an assumption that is held in the corresponding domain, and you do not need to prove it as a property.
