The evidence that it didn't come from the lab is
a) word of the researchers themselves (they presumably know the genomes of the viruses they have),
b) analysis of SARS-CoV-2, and that itself is evidence of the development effort and knowledge that must have gone into it if it was artificially created (e.g. adaptation to an immune system).
”Come from the lab” phrase is vague, or could mean many things;
1. Genetically engineered and then release from the lab intentionally or otherwise
2. Collected from the wild and then released from a lab intentionally or otherwise
3. Collected and manipulated through either cell culture or animal passage processes before being released either intentionally or otherwise.
The word of the scientists who worked in the lab need corroboration especially seeing they may have been culpable for the leak if indeed it came from there.
The ‘analysis’ so far has only ruled out genetic engineering or #1 and not #2 or #3.