Physical proof of Pre/Settled status for EU nationals in UK

There are many EU nationals complaining they were stopped on the border checks in UK airports asked by the authorities to prove their status physically and the letter which a person receive confirming he/she's been granted with it is clearly say that "this letter is not proof of your status in the UK". Also if at some point EU national living in the UK decides to go back to his country of origin or another EU country and whants to bennefit from his social security rights, he needs a physical evidence.