Why do not the people who have a vested interest in AGW not being true fund the research to prove it,
I'm sorry, but you have it exactly backwards. Extraordinary claims require extraordinary evidence. AWG proponents have made some huge claims that simply have not even come close to happening. Some, have actually been proven to be false on their own face (drowning polar bears).
One cannot prove a negative. This is the basis for "Innocent until proven guilty". What you've asked for is assume guilt, and prove innocence.
As for AGW, the only thing you can prove is increase in CO2. Everything else is conjecture based on simplistic models that have been consistently proven inaccurate. Scare tactics of "by the time we prove it, it will be too late" is like religious people saying "By the time I prove to you there is a god, you're already dead and it is too late". Basically, AGW proponents are arguing Pascal's wager.