What's a word or phrase for when someone claims an ability but can't demonstrate it on request?

You probably mean "Oh, how convenient." If I claim I can read your mind and I'm asked to prove it, I can give the excuse that your attitude is too negative and that it's blocking my special mind-reading abilities. That's a "convenient" excuse, for me.

“How convenient,” I'd say, “that everything you can't explain, you say was created by... God.”

"How convenient," they'd say, "that anything you can't explain with science, you say you can't explain... yet."
How to Survive in a World with Two Or More People, 2008